+208.1%
C vs IAG
+621.5%
-413.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.2% | -6.7% | -0.1% |
| 7D | -2.4% | +21.4% | -23.8% | -3.9% |
| 30D | -6.0% | +4.0% | -10.0% | -6.4% |
| 3M | -10.5% | +17.0% | -27.6% | -11.9% |
| 6M | -5.7% | +1.4% | -7.1% | -6.6% |
| YTD | +4.1% | +13.8% | -9.6% | +1.9% |
| 1Y | +20.5% | +55.8% | -35.3% | +15.5% |
| 3Y | +208.1% | +647.4% | -439.3% | +150.8% |
| All | +208.1% | +621.5% | -413.4% | +150.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling