+868.7%
ES vs IAG
+337.4%
+531.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +7.2% | -10.1% | -3.3% |
| 7D | +1.9% | +21.4% | -19.5% | +0.7% |
| 30D | +7.1% | +4.0% | +3.0% | +6.6% |
| 3M | -1.9% | +17.0% | -19.0% | -3.2% |
| 6M | +4.4% | +1.4% | +2.9% | +3.7% |
| YTD | +7.3% | +13.8% | -6.4% | +5.4% |
| 1Y | +2.1% | +55.8% | -53.7% | -1.7% |
| 3Y | +41.8% | +647.4% | -605.6% | +22.2% |
| 5Y | +1.4% | +519.1% | -517.7% | -13.5% |
| 10Y | +86.8% | +345.6% | -258.8% | +55.6% |
| All | +868.7% | +337.4% | +531.3% | +603.6% |
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