-44.8%
COMP vs IAG
+573.7%
-618.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.0% |
| 7D | +1.4% | -0.5% | +1.9% | +1.5% |
| 30D | -13.3% | +28.9% | -42.2% | -18.3% |
| 3M | +41.1% | +19.1% | +22.0% | +34.8% |
| 6M | +17.2% | -10.3% | +27.4% | +17.8% |
| YTD | +5.2% | +24.2% | -19.0% | -1.4% |
| 1Y | +18.9% | +116.5% | -97.6% | -1.1% |
| 3Y | +215.9% | +742.8% | -526.9% | +78.5% |
| 5Y | -31.2% | +753.3% | -784.5% | -64.5% |
| All | -44.8% | +573.7% | -618.5% | -72.0% |
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