+606.9%
GEV vs IAG
+548.1%
+58.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.7% | -2.3% |
| 7D | -1.9% | -4.1% | +2.2% | -1.0% |
| 30D | -8.7% | +10.6% | -19.3% | -11.1% |
| 3M | +6.6% | +35.4% | -28.8% | -1.9% |
| 6M | +10.2% | -9.5% | +19.8% | +10.6% |
| YTD | +41.6% | +21.8% | +19.8% | +30.8% |
| 1Y | +43.9% | +84.1% | -40.3% | +18.7% |
| All | +606.9% | +548.1% | +58.8% | +299.6% |
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