+874.0%
ES vs IAG
+377.5%
+496.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.5% |
| 7D | +0.3% | -0.5% | +0.8% | +0.3% |
| 30D | -2.0% | +28.9% | -30.8% | -3.6% |
| 3M | +1.7% | +19.1% | -17.5% | +0.3% |
| 6M | -3.5% | -10.3% | +6.7% | -3.5% |
| YTD | +7.9% | +24.2% | -16.3% | +5.6% |
| 1Y | +17.2% | +116.5% | -99.3% | +10.6% |
| 3Y | +29.3% | +742.8% | -713.5% | +10.7% |
| 5Y | -5.7% | +753.3% | -759.1% | -21.0% |
| 10Y | +85.2% | +403.2% | -318.0% | +53.2% |
| All | +874.0% | +377.5% | +496.5% | +605.0% |
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