-35.2%
IFF vs IAG
+820.9%
-856.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.9% |
| 3M | +8.4% | +25.5% | -17.1% | +4.8% |
| 6M | +23.0% | -7.1% | +30.1% | +22.6% |
| YTD | +25.5% | +22.9% | +2.6% | +20.5% |
| 1Y | +29.1% | +83.3% | -54.3% | +17.8% |
| 3Y | +31.7% | +808.5% | -776.9% | -5.2% |
| All | -35.2% | +820.9% | -856.1% | -56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling