+44.5%
F vs IAG
+573.1%
-528.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | +1.4% | +4.5% | -3.2% | +1.0% |
| 30D | +2.0% | -5.7% | +7.7% | +2.4% |
| 3M | -10.4% | +10.1% | -20.5% | -11.2% |
| 6M | +9.7% | +7.3% | +2.4% | +8.7% |
| YTD | -1.2% | +6.1% | -7.3% | -2.1% |
| 1Y | 0.0% | +46.8% | -46.8% | -2.5% |
| All | +44.5% | +573.1% | -528.6% | +20.8% |
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