+86.6%
ES vs IAG
+303.4%
-216.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +7.2% | -10.1% | -3.3% |
| 7D | +1.9% | +21.4% | -19.5% | +0.6% |
| 30D | +7.1% | +4.0% | +3.0% | +6.6% |
| 3M | -1.9% | +17.0% | -19.0% | -3.3% |
| 6M | +4.4% | +1.4% | +2.9% | +3.6% |
| YTD | +7.3% | +13.8% | -6.4% | +5.2% |
| 1Y | +2.1% | +55.8% | -53.7% | -2.0% |
| 3Y | +41.8% | +647.4% | -605.6% | +20.3% |
| 5Y | +1.4% | +519.1% | -517.7% | -15.4% |
| All | +86.6% | +303.4% | -216.9% | +54.0% |
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 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