+22.4%
IP vs IAG
+370.6%
-348.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -1.2% |
| 7D | -2.8% | +3.4% | -6.2% | -3.0% |
| 30D | +9.2% | -2.7% | +11.9% | +9.2% |
| 3M | -16.1% | -0.5% | -15.6% | -16.2% |
| 6M | +9.6% | -4.8% | +14.4% | +9.4% |
| YTD | -8.8% | +9.6% | -18.4% | -9.7% |
| 1Y | -5.5% | +32.2% | -37.7% | -7.1% |
| 3Y | +19.6% | +692.5% | -672.9% | +8.0% |
| 5Y | -13.5% | +447.6% | -461.0% | -23.0% |
| 10Y | +22.4% | +403.3% | -380.9% | +7.0% |
| All | +22.4% | +370.6% | -348.2% | +7.0% |
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