+2,984.2%
IBN vs IAG
+321.3%
+2,662.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.1% |
| 7D | +11.1% | +3.4% | +7.7% | +10.6% |
| 30D | +23.9% | -2.7% | +26.5% | +24.0% |
| 3M | +16.3% | -0.5% | +16.8% | +15.8% |
| 6M | +34.2% | -4.8% | +39.1% | +33.6% |
| YTD | +17.6% | +9.6% | +8.0% | +13.7% |
| 1Y | +13.8% | +32.2% | -18.3% | +7.4% |
| 3Y | +57.0% | +692.5% | -635.5% | +13.6% |
| 5Y | +75.3% | +447.6% | -372.2% | +26.4% |
| 10Y | +388.7% | +403.3% | -14.7% | +218.7% |
| All | +2,984.2% | +321.3% | +2,662.9% | +1,801.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling