+207.0%
C vs IAG
+389.3%
-182.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | +4.2% | -7.7% | +11.8% | +4.5% |
| 30D | +2.0% | +1.6% | +0.4% | +1.8% |
| 3M | -10.1% | -2.4% | -7.7% | -10.2% |
| 6M | +1.0% | -7.8% | +8.8% | +0.9% |
| YTD | +8.5% | +5.0% | +3.4% | +7.5% |
| 1Y | +25.7% | +25.7% | 0.0% | +23.7% |
| 3Y | +216.0% | +694.5% | -478.5% | +186.9% |
| 5Y | +112.3% | +421.7% | -309.4% | +89.6% |
| All | +207.0% | +389.3% | -182.2% | +181.7% |
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 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