+143.4%
F vs IAG
+308.0%
-164.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.6% |
| YTD | -1.2% | +6.1% | -7.3% | -2.6% |
| 1Y | 0.0% | +46.8% | -46.8% | -3.8% |
| 3Y | +41.1% | +573.1% | -532.0% | +18.5% |
| 5Y | -11.4% | +477.6% | -489.0% | -27.1% |
| 10Y | +85.0% | +315.7% | -230.7% | +48.1% |
| All | +143.4% | +308.0% | -164.6% | +82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling