+14.2%
D vs IAG
+94.1%
-80.0%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | 0.0% |
| 7D | -1.6% | -4.1% | +2.4% | -1.5% |
| 30D | -3.5% | +10.6% | -14.1% | -3.8% |
| 3M | -1.6% | +35.4% | -37.0% | -2.6% |
| 6M | +5.8% | -9.5% | +15.3% | +6.2% |
| YTD | +14.5% | +21.8% | -7.4% | +13.7% |
| 1Y | +14.2% | +84.1% | -70.0% | +7.7% |
| All | +14.2% | +94.1% | -80.0% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling