+5,831.7%
FIX vs IAG
+371.9%
+5,459.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.1% |
| 7D | +6.0% | -0.5% | +6.6% | +6.0% |
| 30D | -7.2% | +28.9% | -36.1% | -9.8% |
| 3M | -15.9% | +19.1% | -35.0% | -17.7% |
| 6M | +12.7% | -10.3% | +23.0% | +13.0% |
| YTD | +72.8% | +24.2% | +48.6% | +67.9% |
| 1Y | +122.9% | +116.5% | +6.4% | +107.0% |
| 3Y | +774.3% | +742.8% | +31.5% | +630.5% |
| 5Y | +2,049.5% | +753.3% | +1,296.1% | +1,641.0% |
| All | +5,831.7% | +371.9% | +5,459.8% | +4,727.6% |
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 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