+830.1%
IAG vs BG
+88.4%
+741.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.4% |
| 7D | -4.1% | +3.7% | -7.8% | -4.9% |
| 30D | +10.6% | +12.3% | -1.7% | +7.4% |
| 3M | +35.4% | -2.2% | +37.6% | +35.6% |
| 6M | -9.5% | +5.3% | -14.9% | -11.6% |
| YTD | +21.8% | +42.4% | -20.6% | +10.8% |
| 1Y | +84.1% | +55.2% | +29.0% | +63.7% |
| 3Y | +817.4% | +21.0% | +796.4% | +760.0% |
| 5Y | +830.1% | +87.1% | +743.0% | +587.0% |
| All | +830.1% | +88.4% | +741.7% | +587.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling