+461.5%
D vs IAG
+377.5%
+84.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.3% |
| 7D | +0.4% | -0.5% | +1.0% | +0.5% |
| 30D | -3.6% | +28.9% | -32.4% | -5.0% |
| 3M | -1.0% | +19.1% | -20.1% | -2.3% |
| 6M | +6.3% | -10.3% | +16.5% | +6.3% |
| YTD | +14.7% | +24.2% | -9.5% | +12.3% |
| 1Y | +16.9% | +116.5% | -99.6% | +10.6% |
| 3Y | +56.8% | +742.8% | -686.0% | +35.1% |
| 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% | +337.0% |
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