+780.7%
GOOG vs IAG
+427.6%
+353.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.5% |
| 7D | 0.0% | -1.1% | +1.1% | +0.1% |
| 30D | -2.0% | +12.1% | -14.1% | -2.7% |
| 3M | -5.9% | +25.5% | -31.4% | -7.4% |
| 6M | +8.9% | -7.1% | +16.0% | +8.8% |
| YTD | +7.1% | +22.9% | -15.8% | +4.9% |
| 1Y | +39.7% | +83.3% | -43.7% | +33.4% |
| 3Y | +145.8% | +808.5% | -662.7% | +113.4% |
| 5Y | +138.6% | +838.0% | -699.4% | +101.4% |
| All | +780.7% | +427.6% | +353.1% | +653.6% |
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