+67.4%
BRKR vs IAG
+86.2%
-18.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.5% |
| 7D | -8.7% | -1.1% | -7.6% | -8.5% |
| 30D | -9.9% | +12.1% | -22.0% | -12.5% |
| 3M | -3.1% | +25.5% | -28.6% | -9.2% |
| 6M | +45.5% | -7.1% | +52.6% | +42.3% |
| YTD | +13.7% | +22.9% | -9.2% | +7.9% |
| 1Y | +67.4% | +83.3% | -15.9% | +60.4% |
| All | +67.4% | +86.2% | -18.8% | +60.4% |
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