+397.6%
IBN vs IAG
+389.3%
+8.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.3% |
| 7D | +1.9% | -7.7% | +9.5% | +2.3% |
| 30D | +22.1% | +1.6% | +20.5% | +21.9% |
| 3M | +17.1% | -2.4% | +19.5% | +17.0% |
| 6M | +35.5% | -7.8% | +43.4% | +35.5% |
| YTD | +16.8% | +5.0% | +11.8% | +15.5% |
| 1Y | +12.4% | +25.7% | -13.3% | +10.1% |
| 3Y | +58.0% | +694.5% | -636.5% | +37.8% |
| 5Y | +73.7% | +421.7% | -348.0% | +51.2% |
| All | +397.6% | +389.3% | +8.4% | +335.1% |
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