-20.9%
IFF vs IAG
+427.6%
-448.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.6% |
| 7D | -3.2% | -1.1% | -2.1% | -3.1% |
| 30D | -0.3% | +12.1% | -12.4% | -1.4% |
| 3M | +8.4% | +25.5% | -17.1% | +6.0% |
| 6M | +23.0% | -7.1% | +30.1% | +22.8% |
| YTD | +25.5% | +22.9% | +2.6% | +22.2% |
| 1Y | +29.1% | +83.3% | -54.3% | +21.7% |
| 3Y | +31.7% | +808.5% | -776.9% | +8.2% |
| 5Y | -35.2% | +838.0% | -873.2% | -48.0% |
| All | -20.9% | +427.6% | -448.5% | -35.6% |
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 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