+496.4%
FIVE vs IAG
+371.0%
+125.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.9% |
| 7D | +3.7% | +4.3% | -0.6% | +3.3% |
| 30D | +4.0% | +9.8% | -5.8% | +3.0% |
| 3M | +36.2% | +28.9% | +7.3% | +32.8% |
| 6M | +18.0% | -7.6% | +25.6% | +17.9% |
| YTD | +34.9% | +22.0% | +12.9% | +30.9% |
| 1Y | +67.9% | +99.5% | -31.6% | +56.0% |
| 3Y | +57.3% | +818.3% | -760.9% | +25.0% |
| 5Y | +39.5% | +785.9% | -746.4% | +7.9% |
| 10Y | +496.4% | +381.1% | +115.3% | +353.1% |
| All | +496.4% | +371.0% | +125.4% | +353.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling