+87.5%
ES vs IAG
+401.0%
-313.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -1.6% |
| 7D | 0.0% | +1.7% | -1.7% | -0.1% |
| 30D | -1.0% | +11.4% | -12.5% | -1.8% |
| 3M | +1.5% | +33.0% | -31.5% | -0.8% |
| 6M | -3.5% | -6.0% | +2.5% | -3.7% |
| YTD | +7.0% | +24.6% | -17.6% | +4.4% |
| 1Y | +15.3% | +105.0% | -89.7% | +8.5% |
| 3Y | +30.2% | +837.9% | -807.7% | +8.7% |
| 5Y | -4.3% | +817.0% | -821.3% | -21.9% |
| 10Y | +87.5% | +425.3% | -337.8% | +48.7% |
| All | +87.5% | +401.0% | -313.5% | +48.7% |
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 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