+187.9%
BR vs IAG
+423.2%
-235.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.2% |
| 7D | -6.0% | -4.1% | -1.9% | -5.8% |
| 30D | -0.9% | +10.6% | -11.5% | -1.2% |
| 3M | +16.4% | +35.4% | -19.0% | +15.1% |
| 6M | -8.2% | -9.5% | +1.4% | -8.1% |
| YTD | -23.2% | +21.8% | -45.0% | -24.2% |
| 1Y | -30.9% | +84.1% | -115.1% | -33.3% |
| 3Y | -5.0% | +817.4% | -822.3% | -15.6% |
| 5Y | +8.8% | +830.1% | -821.3% | -5.1% |
| All | +187.9% | +423.2% | -235.3% | +153.7% |
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