+19.7%
COMP vs IAG
+55.8%
-36.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +7.2% | +3.5% | +8.3% |
| 7D | +13.4% | +21.4% | -8.0% | +6.6% |
| 30D | +11.1% | +4.0% | +7.1% | +9.2% |
| 3M | -18.8% | +17.0% | -35.9% | -24.0% |
| 6M | +10.5% | +1.4% | +9.1% | +7.5% |
| YTD | -3.4% | +13.8% | -17.2% | -8.0% |
| 1Y | +19.7% | +55.8% | -36.1% | +2.9% |
| All | +19.7% | +55.8% | -36.1% | +2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling