+15.9%
IP vs IAG
+384.2%
-368.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.1% | +3.1% | -1.8% |
| 7D | -0.9% | -2.1% | +1.2% | -0.8% |
| 30D | +6.7% | -6.2% | +12.9% | +6.9% |
| 3M | -16.6% | -5.1% | -11.4% | -16.5% |
| 6M | +6.0% | -10.0% | +16.0% | +6.1% |
| YTD | -10.7% | +3.9% | -14.6% | -11.3% |
| 1Y | -6.7% | +18.9% | -25.5% | -7.8% |
| 3Y | +17.1% | +651.8% | -634.6% | +6.2% |
| 5Y | -14.6% | +416.3% | -430.8% | -23.7% |
| All | +15.9% | +384.2% | -368.2% | +2.4% |
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