+46.0%
F vs IAG
+663.0%
-617.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | 0.0% |
| 7D | -3.1% | -7.7% | +4.6% | -2.5% |
| 30D | 0.0% | +1.6% | -1.5% | -0.2% |
| 3M | -13.2% | -2.4% | -10.8% | -13.3% |
| 6M | -10.2% | -7.8% | -2.4% | -10.2% |
| YTD | -4.9% | +5.0% | -10.0% | -5.8% |
| 1Y | -6.1% | +25.7% | -31.8% | -7.8% |
| 3Y | +46.0% | +694.5% | -648.5% | +20.4% |
| All | +46.0% | +663.0% | -617.0% | +20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling