+154.3%
IP vs IAG
+377.5%
-223.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +2.4% |
| 7D | -5.3% | -0.5% | -4.7% | -5.2% |
| 30D | -10.9% | +28.9% | -39.7% | -13.1% |
| 3M | +11.2% | +19.1% | -8.0% | +9.0% |
| 6M | -10.2% | -10.3% | 0.0% | -10.0% |
| YTD | -2.0% | +24.2% | -26.2% | -5.1% |
| 1Y | -19.1% | +116.5% | -135.6% | -25.8% |
| 3Y | +20.9% | +742.8% | -721.9% | -5.6% |
| 5Y | -17.8% | +753.3% | -771.1% | -38.4% |
| 10Y | +23.5% | +403.2% | -379.7% | -10.8% |
| All | +154.3% | +377.5% | -223.1% | +46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling