+323.2%
IBN vs IAG
+427.6%
-104.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.0% | +1.8% |
| 7D | -3.0% | -1.1% | -1.9% | -3.0% |
| 30D | -1.5% | +12.1% | -13.6% | -2.1% |
| 3M | +7.9% | +25.5% | -17.6% | +6.5% |
| 6M | +8.6% | -7.1% | +15.7% | +8.5% |
| YTD | -0.6% | +22.9% | -23.4% | -2.3% |
| 1Y | -7.3% | +83.3% | -90.7% | -11.1% |
| 3Y | +26.2% | +808.5% | -782.3% | +9.4% |
| 5Y | +57.8% | +838.0% | -780.1% | +33.0% |
| All | +323.2% | +427.6% | -104.4% | +264.5% |
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