+291.5%
C vs IAG
+423.2%
-131.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.6% |
| 7D | +0.3% | -4.1% | +4.3% | +0.4% |
| 30D | +2.0% | +10.6% | -8.6% | +1.5% |
| 3M | +4.4% | +35.4% | -31.0% | +2.9% |
| 6M | +28.3% | -9.5% | +37.9% | +28.2% |
| YTD | +20.5% | +21.8% | -1.3% | +18.8% |
| 1Y | +45.5% | +84.1% | -38.6% | +41.2% |
| 3Y | +274.0% | +817.4% | -543.3% | +240.1% |
| 5Y | +136.1% | +830.1% | -694.0% | +111.2% |
| All | +291.5% | +423.2% | -131.7% | +254.9% |
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