+371.6%
IFF vs IAG
+378.9%
-7.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.7% | -1.7% |
| 7D | -3.0% | +1.7% | -4.7% | -3.2% |
| 30D | -0.9% | +11.4% | -12.4% | -1.9% |
| 3M | +11.8% | +33.0% | -21.2% | +9.0% |
| 6M | +16.5% | -6.0% | +22.5% | +16.5% |
| YTD | +26.5% | +24.6% | +2.0% | +23.2% |
| 1Y | +32.7% | +105.0% | -72.3% | +24.0% |
| 3Y | +32.0% | +837.9% | -805.9% | +7.7% |
| 5Y | -36.1% | +817.0% | -853.0% | -49.0% |
| 10Y | -20.1% | +425.3% | -445.4% | -37.3% |
| All | +371.6% | +378.9% | -7.2% | +235.9% |
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 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