+149.5%
BRKR vs IAG
+427.6%
-278.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.3% |
| 7D | -8.7% | -1.1% | -7.6% | -8.6% |
| 30D | -9.9% | +12.1% | -22.0% | -10.7% |
| 3M | -3.1% | +25.5% | -28.6% | -5.0% |
| 6M | +45.5% | -7.1% | +52.6% | +45.3% |
| YTD | +13.7% | +22.9% | -9.2% | +11.3% |
| 1Y | +67.4% | +83.3% | -15.9% | +59.9% |
| 3Y | -13.2% | +808.5% | -821.7% | -26.2% |
| 5Y | -39.5% | +838.0% | -877.4% | -50.0% |
| All | +149.5% | +427.6% | -278.1% | +107.0% |
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 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