+35.8%
FIVE vs IAG
+621.5%
-585.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.2% | -7.6% | -1.1% |
| 7D | -0.3% | +21.4% | -21.7% | -2.1% |
| 30D | +17.7% | +4.0% | +13.6% | +17.0% |
| 3M | +4.0% | +17.0% | -13.1% | +2.1% |
| 6M | +2.6% | +1.4% | +1.2% | +1.6% |
| YTD | +27.6% | +13.8% | +13.8% | +23.8% |
| 1Y | +59.9% | +55.8% | +4.1% | +50.4% |
| 3Y | +35.8% | +647.4% | -611.6% | +1.6% |
| All | +35.8% | +621.5% | -585.8% | +1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling