+406.7%
BNY vs IAG
+427.6%
-20.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | -1.3% | -1.1% | -0.2% | -1.3% |
| 30D | -0.2% | +12.1% | -12.3% | -0.6% |
| 3M | +14.9% | +25.5% | -10.6% | +13.9% |
| 6M | +40.0% | -7.1% | +47.1% | +39.8% |
| YTD | +42.0% | +22.9% | +19.1% | +40.5% |
| 1Y | +56.9% | +83.3% | -26.5% | +53.4% |
| 3Y | +289.9% | +808.5% | -518.7% | +263.7% |
| 5Y | +259.2% | +838.0% | -578.8% | +231.0% |
| All | +406.7% | +427.6% | -20.9% | +368.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling