+385.9%
IAG vs BG
+573.5%
-187.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.2% | -3.1% |
| 7D | +4.3% | +2.4% | +1.9% | +3.4% |
| 30D | +9.8% | +15.0% | -5.3% | +4.8% |
| 3M | +28.9% | -0.7% | +29.6% | +28.1% |
| 6M | -7.6% | +7.5% | -15.1% | -10.8% |
| YTD | +22.0% | +41.6% | -19.7% | +8.3% |
| 1Y | +99.5% | +50.7% | +48.8% | +73.0% |
| 3Y | +818.3% | +20.3% | +798.0% | +736.1% |
| 5Y | +785.9% | +85.2% | +700.7% | +586.1% |
| 10Y | +381.1% | +160.6% | +220.5% | +200.6% |
| All | +385.9% | +573.5% | -187.6% | +110.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling