+689.6%
COO vs IAG
+377.5%
+312.2%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.4% |
| 7D | -2.2% | -0.5% | -1.7% | -2.2% |
| 30D | -7.0% | +28.9% | -35.9% | -8.6% |
| 3M | +12.2% | +19.1% | -6.9% | +10.6% |
| 6M | -15.1% | -10.3% | -4.9% | -15.0% |
| YTD | -15.1% | +24.2% | -39.3% | -17.1% |
| 1Y | +2.3% | +116.5% | -114.2% | -3.7% |
| 3Y | -23.7% | +742.8% | -766.5% | -35.1% |
| 5Y | -38.9% | +753.3% | -792.3% | -49.2% |
| 10Y | +49.9% | +403.2% | -353.3% | +23.0% |
| All | +689.6% | +377.5% | +312.2% | +514.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling