+37.6%
COO vs IAG
+401.0%
-363.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.1% | -8.4% | -6.4% |
| 7D | -9.0% | +1.7% | -10.6% | -9.1% |
| 30D | -16.8% | +11.4% | -28.3% | -17.5% |
| 3M | -7.5% | +33.0% | -40.5% | -9.6% |
| 6M | -16.3% | -6.0% | -10.3% | -16.4% |
| YTD | -22.5% | +24.6% | -47.1% | -24.6% |
| 1Y | -7.0% | +105.0% | -112.0% | -12.9% |
| 3Y | -27.5% | +837.9% | -865.4% | -40.2% |
| 5Y | -43.3% | +817.0% | -860.3% | -54.3% |
| 10Y | +37.6% | +425.3% | -387.7% | +8.8% |
| All | +37.6% | +401.0% | -363.4% | +8.8% |
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