+26.5%
IP vs IAG
+365.5%
-339.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.2% | -6.4% | +0.5% |
| 7D | -5.1% | +21.4% | -26.5% | -6.0% |
| 30D | +8.5% | +4.0% | +4.5% | +8.2% |
| 3M | -13.8% | +17.0% | -30.9% | -14.6% |
| 6M | +5.7% | +1.4% | +4.3% | +5.3% |
| YTD | -9.1% | +13.8% | -22.9% | -10.2% |
| 1Y | -0.8% | +55.8% | -56.6% | -3.1% |
| 3Y | +14.8% | +647.4% | -632.6% | +4.1% |
| 5Y | -11.5% | +519.1% | -530.7% | -21.4% |
| All | +26.5% | +365.5% | -339.0% | +11.4% |
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