+123.6%
HOOD vs IAG
+532.1%
-408.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.3% | -4.5% |
| 7D | -3.8% | -7.7% | +3.9% | -1.9% |
| 30D | -23.0% | +1.6% | -24.6% | -23.4% |
| 3M | -21.6% | -2.4% | -19.2% | -21.1% |
| 6M | +1.4% | -7.8% | +9.3% | +2.9% |
| YTD | -31.2% | +5.0% | -36.2% | -32.7% |
| 1Y | -35.9% | +25.7% | -61.6% | -39.6% |
| 3Y | +836.9% | +694.5% | +142.4% | +512.1% |
| 5Y | +121.1% | +421.7% | -300.6% | +43.6% |
| All | +123.6% | +532.1% | -408.5% | +51.9% |
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