+25.8%
C vs IAG
+34.9%
-9.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +1.9% |
| 7D | -0.4% | +3.4% | -3.9% | -0.9% |
| 30D | -5.3% | -2.7% | -2.6% | -5.3% |
| 3M | -8.0% | -0.5% | -7.5% | -8.4% |
| 6M | -0.3% | -4.8% | +4.6% | -1.5% |
| YTD | +8.6% | +9.6% | -0.9% | +6.0% |
| 1Y | +25.8% | +32.2% | -6.4% | +16.3% |
| All | +25.8% | +34.9% | -9.0% | +16.3% |
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