-0.8%
IP vs IAG
+55.8%
-56.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.2% | -6.4% | -0.3% |
| 7D | -5.1% | +21.4% | -26.5% | -8.0% |
| 30D | +8.5% | +4.0% | +4.5% | +7.5% |
| 3M | -13.8% | +17.0% | -30.9% | -16.4% |
| 6M | +5.7% | +1.4% | +4.3% | +3.7% |
| YTD | -9.1% | +13.8% | -22.9% | -11.9% |
| 1Y | -0.8% | +55.8% | -56.6% | -11.8% |
| All | -0.8% | +55.8% | -56.6% | -11.8% |
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