+231.1%
HOOD vs IAG
+649.6%
-418.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -2.3% |
| 7D | +7.7% | +1.7% | +6.1% | +7.4% |
| 30D | +22.0% | +11.4% | +10.5% | +19.1% |
| 3M | +37.6% | +33.0% | +4.6% | +28.5% |
| 6M | +45.3% | -6.0% | +51.3% | +45.6% |
| YTD | +1.9% | +24.6% | -22.6% | -4.2% |
| 1Y | -2.7% | +105.0% | -107.7% | -17.5% |
| 3Y | +973.4% | +837.9% | +135.5% | +574.2% |
| 5Y | +179.3% | +817.0% | -637.7% | +58.9% |
| All | +231.1% | +649.6% | -418.6% | +116.3% |
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