+461.5%
D vs IAG
+377.5%
+84.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.3% |
| 7D | +1.5% | -0.5% | +2.0% | +1.5% |
| 30D | -2.6% | +28.9% | -31.5% | -4.1% |
| 3M | 0.0% | +19.1% | -19.1% | -1.3% |
| 6M | +7.4% | -10.3% | +17.6% | +7.4% |
| YTD | +15.9% | +24.2% | -8.3% | +13.5% |
| 1Y | +18.1% | +116.5% | -98.4% | +11.7% |
| 3Y | +58.4% | +742.8% | -684.4% | +36.4% |
| 5Y | +5.2% | +753.3% | -748.1% | -11.2% |
| 10Y | +35.9% | +403.2% | -367.3% | +13.2% |
| All | +461.5% | +377.5% | +84.0% | +336.9% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling