+480.4%
D vs IAG
+321.3%
+159.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +2.0% | -0.3% |
| 7D | -2.4% | +3.4% | -5.9% | -2.7% |
| 30D | +9.0% | -2.7% | +11.7% | +9.0% |
| 3M | +1.0% | -0.5% | +1.4% | +0.7% |
| 6M | +11.0% | -4.8% | +15.8% | +10.7% |
| YTD | +19.8% | +9.6% | +10.2% | +17.9% |
| 1Y | +16.0% | +32.2% | -16.2% | +12.8% |
| 3Y | +74.4% | +692.5% | -618.2% | +50.5% |
| 5Y | +13.5% | +447.6% | -434.0% | -1.9% |
| 10Y | +48.4% | +403.3% | -355.0% | +23.7% |
| All | +480.4% | +321.3% | +159.2% | +354.0% |
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