+277.0%
IR vs IAG
+378.8%
-101.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.2% | -2.2% |
| 7D | -1.9% | +1.7% | -3.6% | -2.0% |
| 30D | -15.0% | +11.4% | -26.5% | -15.6% |
| 3M | -0.4% | +33.0% | -33.5% | -2.2% |
| 6M | -15.0% | -6.0% | -9.1% | -15.3% |
| YTD | -7.1% | +24.6% | -31.6% | -8.7% |
| 1Y | -7.5% | +105.0% | -112.5% | -11.4% |
| 3Y | +6.3% | +837.9% | -831.6% | -6.2% |
| 5Y | +37.3% | +817.0% | -779.6% | +18.1% |
| All | +277.0% | +378.8% | -101.7% | +240.4% |
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