-49.4%
C vs IAG
+377.5%
-426.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.2% |
| 7D | +3.6% | -0.5% | +4.2% | +3.6% |
| 30D | +0.1% | +28.9% | -28.8% | -1.7% |
| 3M | +2.4% | +19.1% | -16.7% | +1.0% |
| 6M | +24.9% | -10.3% | +35.2% | +25.0% |
| YTD | +19.8% | +24.2% | -4.4% | +17.1% |
| 1Y | +44.9% | +116.5% | -71.6% | +36.5% |
| 3Y | +263.0% | +742.8% | -479.8% | +208.7% |
| 5Y | +129.5% | +753.3% | -623.8% | +90.4% |
| 10Y | +291.6% | +403.2% | -111.6% | +218.2% |
| All | -49.4% | +377.5% | -426.9% | -61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling