+2,590.0%
IBN vs IAG
+377.5%
+2,212.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.5% |
| 7D | +1.4% | -0.5% | +1.9% | +1.4% |
| 30D | -0.3% | +28.9% | -29.2% | -3.5% |
| 3M | +17.1% | +19.1% | -2.0% | +14.0% |
| 6M | +3.4% | -10.3% | +13.7% | +3.6% |
| YTD | +2.5% | +24.2% | -21.7% | -2.0% |
| 1Y | -4.2% | +116.5% | -120.7% | -15.0% |
| 3Y | +32.4% | +742.8% | -710.4% | -4.9% |
| 5Y | +59.2% | +753.3% | -694.1% | +8.1% |
| 10Y | +345.7% | +403.2% | -57.5% | +190.3% |
| All | +2,590.0% | +377.5% | +2,212.6% | +1,539.3% |
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