-1.6%
F vs IAG
+52.4%
-53.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.8% | -5.1% | -0.1% |
| 7D | -0.6% | +24.0% | -24.6% | -3.6% |
| 30D | +2.9% | +5.5% | -2.7% | +1.8% |
| 3M | -9.5% | +8.3% | -17.8% | -10.9% |
| 6M | +4.0% | +6.1% | -2.1% | +2.0% |
| YTD | -1.3% | +20.3% | -21.6% | -4.5% |
| All | -1.6% | +52.4% | -53.9% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling