+72.2%
F vs IAG
+336.8%
-264.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.7% | +4.7% | -1.4% |
| 7D | -0.2% | +16.8% | -17.1% | -1.4% |
| 30D | +0.9% | -1.5% | +2.4% | +0.9% |
| 3M | -11.3% | +0.5% | -11.8% | -11.6% |
| 6M | +2.0% | -1.0% | +3.0% | +1.6% |
| YTD | -3.2% | +12.3% | -15.5% | -4.8% |
| 1Y | -3.5% | +39.2% | -42.7% | -6.4% |
| 3Y | +48.1% | +712.3% | -664.2% | +24.9% |
| 5Y | -13.5% | +484.2% | -497.7% | -28.8% |
| 10Y | +72.2% | +382.3% | -310.1% | +42.4% |
| All | +72.2% | +336.8% | -264.6% | +42.4% |
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