-17.0%
COMP vs IAG
+495.5%
-512.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -6.7% | -0.8% | -5.8% |
| 7D | +7.2% | +16.8% | -9.7% | +3.6% |
| 30D | +6.4% | -1.5% | +7.9% | +6.7% |
| 3M | -19.4% | +0.5% | -19.9% | -19.9% |
| 6M | +14.6% | -1.0% | +15.5% | +13.4% |
| YTD | -5.5% | +12.3% | -17.8% | -10.1% |
| 1Y | +13.7% | +39.2% | -25.6% | +3.0% |
| 3Y | +409.7% | +712.3% | -302.6% | +165.8% |
| 5Y | -17.0% | +484.2% | -501.3% | -59.3% |
| All | -17.0% | +495.5% | -512.5% | -59.3% |
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