-49.3%
COMP vs IAG
+517.1%
-566.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +7.2% | +3.5% | +9.2% |
| 7D | +13.4% | +21.4% | -8.0% | +8.9% |
| 30D | +11.1% | +4.0% | +7.1% | +10.0% |
| 3M | -18.8% | +17.0% | -35.9% | -22.1% |
| 6M | +10.5% | +1.4% | +9.1% | +8.8% |
| YTD | -3.4% | +13.8% | -17.2% | -7.9% |
| 1Y | +19.7% | +55.8% | -36.1% | +7.2% |
| 3Y | +381.6% | +647.4% | -265.8% | +179.4% |
| 5Y | -17.6% | +519.1% | -536.7% | -57.2% |
| All | -49.3% | +517.1% | -566.4% | -73.9% |
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 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