+45.0%
BRKR vs IAG
+42.5%
+2.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +0.2% | -9.2% | -9.0% |
| 7D | -6.4% | +4.5% | -10.9% | -7.6% |
| 30D | -4.0% | -5.7% | +1.6% | -2.7% |
| 3M | +10.7% | +10.1% | +0.6% | +6.7% |
| 6M | +53.0% | +7.3% | +45.7% | +47.2% |
| YTD | +23.6% | +6.1% | +17.5% | +18.7% |
| 1Y | +45.0% | +46.8% | -1.8% | +30.7% |
| All | +45.0% | +42.5% | +2.5% | +30.7% |
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 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