-22.6%
COO vs IAG
+797.8%
-820.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.6% |
| 7D | -2.3% | +4.3% | -6.5% | -2.6% |
| 30D | -8.8% | +9.8% | -18.6% | -9.6% |
| 3M | +1.3% | +28.9% | -27.6% | -1.2% |
| 6M | -11.6% | -7.6% | -4.0% | -11.4% |
| YTD | -17.4% | +22.0% | -39.4% | -20.1% |
| 1Y | -1.6% | +99.5% | -101.1% | -10.0% |
| 3Y | -22.6% | +818.3% | -840.9% | -45.2% |
| All | -22.6% | +797.8% | -820.4% | -45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling