-49.3%
COMP vs IAG
+469.7%
-519.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.5% |
| 7D | 0.0% | -7.7% | +7.7% | +1.8% |
| 30D | +16.6% | +1.6% | +15.0% | +16.2% |
| 3M | -23.5% | -2.4% | -21.1% | -23.4% |
| 6M | +25.7% | -7.8% | +33.6% | +26.5% |
| YTD | -3.4% | +5.0% | -8.4% | -6.3% |
| 1Y | +7.6% | +25.7% | -18.1% | +0.7% |
| 3Y | +423.6% | +694.5% | -270.9% | +198.9% |
| 5Y | -10.6% | +421.7% | -432.3% | -53.0% |
| All | -49.3% | +469.7% | -519.1% | -73.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling