+53.9%
F vs IAG
+764.1%
-710.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +1.7% |
| 7D | +5.3% | -0.5% | +5.9% | +5.4% |
| 30D | +4.6% | +28.9% | -24.3% | +2.1% |
| 3M | -3.7% | +19.1% | -22.8% | -5.5% |
| 6M | +16.8% | -10.3% | +27.1% | +16.9% |
| YTD | +15.3% | +24.2% | -8.9% | +12.0% |
| 1Y | +31.0% | +116.5% | -85.5% | +21.3% |
| 3Y | +45.4% | +742.8% | -697.4% | +13.8% |
| All | +53.9% | +764.1% | -710.2% | +3.2% |
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 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