-1.7%
IP vs IAG
+45.3%
-47.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.1% | -4.0% |
| 7D | -5.0% | +4.5% | -9.5% | -5.8% |
| 30D | +6.5% | -5.7% | +12.2% | +7.2% |
| 3M | -18.0% | +10.1% | -28.2% | -19.7% |
| 6M | +10.3% | +7.3% | +3.0% | +7.9% |
| YTD | -9.9% | +6.1% | -16.0% | -11.7% |
| All | -1.7% | +45.3% | -47.0% | -11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling