-29.6%
BR vs IAG
+119.5%
-149.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -3.5% |
| 7D | -5.3% | -0.5% | -4.7% | -5.3% |
| 30D | +6.4% | +28.9% | -22.4% | +8.6% |
| 3M | +13.6% | +19.1% | -5.5% | +15.9% |
| 6M | -6.7% | -10.3% | +3.5% | -6.5% |
| YTD | -21.1% | +24.2% | -45.3% | -18.6% |
| 1Y | -29.6% | +116.5% | -146.1% | -29.6% |
| All | -29.6% | +119.5% | -149.1% | -29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling