+220.1%
C vs IAG
+326.7%
-106.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.8% | -3.3% | +2.2% |
| 7D | -0.9% | +24.0% | -24.9% | -1.9% |
| 30D | -5.4% | +5.5% | -10.9% | -5.7% |
| 3M | -9.2% | +8.3% | -17.5% | -9.6% |
| 6M | -1.8% | +6.1% | -7.9% | -2.5% |
| YTD | +6.7% | +20.3% | -13.6% | +5.1% |
| 1Y | +23.5% | +56.5% | -33.0% | +20.4% |
| 3Y | +219.8% | +762.6% | -542.8% | +189.9% |
| 5Y | +112.4% | +546.3% | -433.8% | +89.0% |
| 10Y | +220.1% | +356.1% | -136.0% | +190.5% |
| All | +220.1% | +326.7% | -106.6% | +190.5% |
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