+32.3%
IFF vs IAG
+796.9%
-764.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | 0.0% |
| 7D | -2.8% | -4.1% | +1.3% | -2.3% |
| 30D | -1.1% | +10.6% | -11.7% | -2.5% |
| 3M | +13.8% | +35.4% | -21.5% | +9.0% |
| 6M | +16.7% | -9.5% | +26.2% | +16.1% |
| YTD | +26.1% | +21.8% | +4.3% | +21.4% |
| 1Y | +33.5% | +84.1% | -50.6% | +22.7% |
| All | +32.3% | +796.9% | -764.5% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling