-42.5%
COO vs IAG
+505.2%
-547.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.2% | -9.0% | -2.5% |
| 7D | +4.7% | +21.4% | -16.7% | +2.7% |
| 30D | +13.9% | +4.0% | +9.9% | +13.2% |
| 3M | -14.9% | +17.0% | -32.0% | -16.7% |
| 6M | +2.0% | +1.4% | +0.6% | +1.0% |
| YTD | -23.9% | +13.8% | -37.7% | -26.4% |
| 1Y | -9.6% | +55.8% | -65.4% | -15.7% |
| 3Y | -25.4% | +647.4% | -672.8% | -44.5% |
| All | -42.5% | +505.2% | -547.6% | -59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling