+38.5%
D vs IAG
+401.0%
-362.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -1.8% |
| 7D | -0.4% | +1.7% | -2.1% | -0.5% |
| 30D | -2.1% | +11.4% | -13.5% | -2.8% |
| 3M | -0.7% | +33.0% | -33.8% | -2.7% |
| 6M | +5.6% | -6.0% | +11.6% | +5.4% |
| YTD | +14.6% | +24.6% | -10.0% | +12.0% |
| 1Y | +15.3% | +105.0% | -89.6% | +9.0% |
| 3Y | +59.1% | +837.9% | -778.8% | +34.6% |
| 5Y | +3.9% | +817.0% | -813.1% | -13.7% |
| 10Y | +38.5% | +425.3% | -386.8% | +11.3% |
| All | +38.5% | +401.0% | -362.5% | +11.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling