-54.2%
COMP vs IAG
+475.7%
-529.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +0.2% | -8.3% | -8.2% |
| 7D | -1.8% | +4.5% | -6.4% | -2.7% |
| 30D | -0.8% | -5.7% | +4.9% | +0.3% |
| 3M | -28.1% | +10.1% | -38.3% | -30.1% |
| 6M | +27.0% | +7.3% | +19.7% | +24.1% |
| YTD | -12.8% | +6.1% | -18.9% | -15.7% |
| 1Y | +4.9% | +46.8% | -41.9% | -4.9% |
| 3Y | +321.0% | +573.1% | -252.1% | +149.9% |
| 5Y | -25.6% | +477.6% | -503.1% | -60.8% |
| All | -54.2% | +475.7% | -529.9% | -76.1% |
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