+138.6%
F vs IAG
+331.8%
-193.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.7% | +4.7% | -1.4% |
| 7D | -0.2% | +16.8% | -17.1% | -1.4% |
| 30D | +0.9% | -1.5% | +2.4% | +0.9% |
| 3M | -11.3% | +0.5% | -11.8% | -11.6% |
| 6M | +2.0% | -1.0% | +3.0% | +1.6% |
| YTD | -3.2% | +12.3% | -15.5% | -5.0% |
| 1Y | -3.5% | +39.2% | -42.7% | -6.8% |
| 3Y | +48.1% | +712.3% | -664.2% | +22.6% |
| 5Y | -13.5% | +484.2% | -497.7% | -28.9% |
| 10Y | +72.2% | +382.3% | -310.1% | +36.4% |
| All | +138.6% | +331.8% | -193.2% | +77.7% |
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