+113.6%
C vs IAG
+421.7%
-308.1%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | +4.2% | -7.7% | +11.8% | +4.8% |
| 30D | +2.0% | +1.6% | +0.4% | +1.7% |
| 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% | +6.6% |
| 1Y | +25.7% | +25.7% | 0.0% | +21.8% |
| 3Y | +216.0% | +694.5% | -478.5% | +156.8% |
| All | +113.6% | +421.7% | -308.1% | +61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling