+48.2%
COO vs IAG
+410.5%
-362.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.8% |
| 7D | -2.3% | +3.4% | -5.7% | -2.6% |
| 30D | +13.3% | -2.7% | +16.0% | +13.3% |
| 3M | -18.1% | -0.5% | -17.6% | -18.3% |
| 6M | +6.7% | -4.8% | +11.5% | +6.4% |
| YTD | -23.2% | +9.6% | -32.8% | -24.7% |
| 1Y | -12.3% | +32.2% | -44.5% | -15.3% |
| 3Y | -23.6% | +692.5% | -716.1% | -36.5% |
| 5Y | -38.7% | +447.6% | -486.3% | -49.7% |
| All | +48.2% | +410.5% | -362.3% | +18.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling