+208.8%
C vs IAG
+336.8%
-128.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.7% | +6.9% | +0.6% |
| 7D | -0.4% | +16.8% | -17.2% | -1.1% |
| 30D | -5.2% | -1.5% | -3.7% | -5.2% |
| 3M | -9.1% | +0.5% | -9.6% | -9.3% |
| 6M | -1.6% | -1.0% | -0.6% | -1.9% |
| YTD | +6.9% | +12.3% | -5.4% | +5.6% |
| 1Y | +23.0% | +39.2% | -16.3% | +20.4% |
| 3Y | +216.1% | +712.3% | -496.1% | +186.0% |
| 5Y | +112.2% | +484.2% | -372.0% | +88.6% |
| 10Y | +208.8% | +382.3% | -173.5% | +179.5% |
| All | +208.8% | +336.8% | -128.0% | +179.5% |
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