+1,316.6%
BR vs IAG
+141.7%
+1,174.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.5% |
| 7D | +1.1% | -7.7% | +8.8% | +1.5% |
| 30D | +14.4% | +1.6% | +12.8% | +14.1% |
| 3M | +12.4% | -2.4% | +14.8% | +12.3% |
| 6M | +35.4% | -7.8% | +43.3% | +35.3% |
| YTD | -12.2% | +5.0% | -17.2% | -13.5% |
| 1Y | -12.7% | +25.7% | -38.4% | -15.1% |
| 3Y | +14.3% | +694.5% | -680.2% | -2.6% |
| 5Y | +19.3% | +421.7% | -402.4% | +1.9% |
| 10Y | +278.1% | +382.5% | -104.3% | +209.6% |
| All | +1,316.6% | +141.7% | +1,174.9% | +907.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling