+643.2%
GEV vs IAG
+548.7%
+94.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.8% | +4.9% | +3.5% |
| 7D | +8.1% | +4.3% | +3.8% | +7.0% |
| 30D | -1.9% | +9.8% | -11.7% | -4.4% |
| 3M | +4.1% | +28.9% | -24.8% | -3.1% |
| 6M | +23.2% | -7.6% | +30.8% | +23.0% |
| YTD | +48.9% | +22.0% | +26.9% | +37.5% |
| 1Y | +62.2% | +99.5% | -37.3% | +31.2% |
| All | +643.2% | +548.7% | +94.5% | +320.0% |
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