+45.8%
IFF vs IAG
+56.5%
-10.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +10.2% | -15.1% | -6.4% |
| 7D | -3.3% | +1.1% | -4.4% | -3.6% |
| 30D | +5.3% | -5.3% | +10.6% | +6.0% |
| 3M | +8.9% | +18.0% | -9.1% | +4.3% |
| 6M | +26.3% | +7.1% | +19.2% | +22.9% |
| YTD | +32.2% | +5.9% | +26.2% | +28.7% |
| 1Y | +45.8% | +59.4% | -13.6% | +32.5% |
| All | +45.8% | +56.5% | -10.8% | +32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling