+184.0%
F vs IAG
+377.5%
-193.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +1.6% |
| 7D | +5.3% | -0.5% | +5.9% | +5.4% |
| 30D | +4.6% | +28.9% | -24.3% | +2.5% |
| 3M | -3.7% | +19.1% | -22.8% | -5.2% |
| 6M | +16.8% | -10.3% | +27.1% | +17.1% |
| YTD | +15.3% | +24.2% | -8.9% | +12.4% |
| 1Y | +31.0% | +116.5% | -85.5% | +22.4% |
| 3Y | +45.4% | +742.8% | -697.4% | +20.1% |
| 5Y | +54.7% | +753.3% | -698.7% | +23.9% |
| 10Y | +98.2% | +403.2% | -305.0% | +56.1% |
| All | +184.0% | +377.5% | -193.4% | +110.3% |
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