+54.5%
IBN vs IAG
+804.8%
-750.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.9% | -1.8% |
| 7D | -5.1% | +1.7% | -6.8% | -5.2% |
| 30D | -3.5% | +11.4% | -15.0% | -4.0% |
| 3M | +11.3% | +33.0% | -21.7% | +9.8% |
| 6M | +4.4% | -6.0% | +10.4% | +4.2% |
| YTD | -1.8% | +24.6% | -26.4% | -3.2% |
| 1Y | -8.0% | +105.0% | -113.0% | -11.4% |
| 3Y | +27.1% | +837.9% | -810.8% | +13.0% |
| 5Y | +54.5% | +817.0% | -762.5% | +37.1% |
| All | +54.5% | +804.8% | -750.4% | +37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling