+256.9%
BNY vs IAG
+820.9%
-564.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.9% |
| 3M | +14.9% | +25.5% | -10.6% | +13.1% |
| 6M | +40.0% | -7.1% | +47.1% | +39.7% |
| YTD | +42.0% | +22.9% | +19.1% | +39.1% |
| 1Y | +56.9% | +83.3% | -26.5% | +50.1% |
| 3Y | +289.9% | +808.5% | -518.7% | +233.5% |
| All | +256.9% | +820.9% | -564.0% | +190.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling