-15.8%
F vs IAG
+515.1%
-530.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.2% | -7.9% | -1.4% |
| 7D | +1.6% | +21.4% | -19.9% | -0.2% |
| 30D | +2.6% | +4.0% | -1.4% | +2.1% |
| 3M | -8.8% | +17.0% | -25.8% | -10.4% |
| 6M | +4.6% | +1.4% | +3.2% | +3.8% |
| YTD | -1.9% | +13.8% | -15.7% | -4.1% |
| 1Y | -0.8% | +55.8% | -56.6% | -5.4% |
| 3Y | +43.5% | +647.4% | -603.9% | +14.1% |
| All | -15.8% | +515.1% | -530.9% | -39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling