+26.8%
IP vs IAG
+326.7%
-299.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.8% | -2.9% | +2.6% |
| 7D | -3.0% | +24.0% | -27.0% | -4.1% |
| 30D | +10.6% | +5.5% | +5.1% | +10.2% |
| 3M | -13.6% | +8.3% | -21.9% | -14.0% |
| 6M | +10.4% | +6.1% | +4.3% | +9.7% |
| YTD | -6.5% | +20.3% | -26.8% | -7.8% |
| 1Y | -2.1% | +56.5% | -58.6% | -4.5% |
| 3Y | +22.0% | +762.6% | -740.6% | +9.9% |
| 5Y | -9.7% | +546.3% | -556.0% | -20.0% |
| 10Y | +26.8% | +356.1% | -329.3% | +12.1% |
| All | +26.8% | +326.7% | -299.9% | +12.1% |
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 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