+130.7%
C vs IAG
+764.1%
-633.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.1% |
| 7D | +3.6% | -0.5% | +4.2% | +3.6% |
| 30D | +0.1% | +28.9% | -28.8% | -2.1% |
| 3M | +2.4% | +19.1% | -16.7% | +0.6% |
| 6M | +24.9% | -10.3% | +35.2% | +24.8% |
| YTD | +19.8% | +24.2% | -4.4% | +16.5% |
| 1Y | +44.9% | +116.5% | -71.6% | +34.7% |
| 3Y | +263.0% | +742.8% | -479.8% | +194.0% |
| All | +130.7% | +764.1% | -633.5% | +70.8% |
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 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