+105.9%
C vs IAG
+515.1%
-409.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.2% | -6.7% | -0.1% |
| 7D | -2.4% | +21.4% | -23.8% | -4.0% |
| 30D | -6.0% | +4.0% | -10.0% | -6.4% |
| 3M | -10.5% | +17.0% | -27.6% | -12.0% |
| 6M | -5.7% | +1.4% | -7.1% | -6.5% |
| YTD | +4.1% | +13.8% | -9.6% | +1.7% |
| 1Y | +20.5% | +55.8% | -35.3% | +14.9% |
| 3Y | +208.1% | +647.4% | -439.3% | +151.7% |
| All | +105.9% | +515.1% | -409.1% | +53.9% |
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 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