+470.9%
COMP vs IAG
+755.2%
-284.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.8% | -0.1% | +4.6% |
| 7D | +14.5% | +24.0% | -9.5% | +10.2% |
| 30D | +14.9% | +5.5% | +9.4% | +13.5% |
| 3M | -14.2% | +8.3% | -22.5% | -15.8% |
| 6M | +23.7% | +6.1% | +17.6% | +21.0% |
| YTD | +2.1% | +20.3% | -18.2% | -2.1% |
| 1Y | +26.2% | +56.5% | -30.3% | +17.6% |
| 3Y | +470.9% | +762.6% | -291.7% | +269.6% |
| All | +470.9% | +755.2% | -284.3% | +269.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling