-7.0%
COO vs IAG
+102.4%
-109.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.1% | -8.4% | -6.3% |
| 7D | -9.0% | +1.7% | -10.6% | -9.0% |
| 30D | -16.8% | +11.4% | -28.3% | -17.3% |
| 3M | -7.5% | +33.0% | -40.5% | -9.0% |
| 6M | -16.3% | -6.0% | -10.3% | -15.9% |
| YTD | -22.5% | +24.6% | -47.1% | -24.0% |
| 1Y | -7.0% | +105.0% | -112.0% | -10.9% |
| All | -7.0% | +102.4% | -109.4% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling