+133.9%
IP vs IAG
+308.0%
-174.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.1% | -4.0% |
| 7D | -5.0% | +4.5% | -9.5% | -5.4% |
| 30D | +6.5% | -5.7% | +12.2% | +7.0% |
| 3M | -18.0% | +10.1% | -28.2% | -19.0% |
| 6M | +10.3% | +7.3% | +3.0% | +9.0% |
| YTD | -9.9% | +6.1% | -16.0% | -11.6% |
| 1Y | -1.1% | +46.8% | -47.9% | -5.8% |
| 3Y | +13.0% | +573.1% | -560.1% | -9.8% |
| 5Y | -12.3% | +477.6% | -489.8% | -31.6% |
| 10Y | +26.8% | +315.7% | -288.8% | -6.2% |
| All | +133.9% | +308.0% | -174.1% | +36.5% |
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