+358.4%
IAG vs BG
+166.7%
+191.7%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +1.1% |
| 7D | -1.1% | +3.1% | -4.2% | -1.6% |
| 30D | +12.1% | +10.2% | +1.9% | +10.1% |
| 3M | +25.5% | -1.7% | +27.2% | +25.5% |
| 6M | -7.1% | +1.0% | -8.1% | -7.8% |
| YTD | +22.9% | +39.9% | -17.1% | +15.6% |
| 1Y | +83.3% | +53.2% | +30.1% | +69.9% |
| 3Y | +808.5% | +16.3% | +792.2% | +770.9% |
| 5Y | +838.0% | +83.9% | +754.1% | +735.4% |
| All | +358.4% | +166.7% | +191.7% | +260.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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