+340.0%
IR vs IAG
+331.7%
+8.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.7% | +5.5% | -0.8% |
| 7D | +1.5% | +16.8% | -15.3% | +0.6% |
| 30D | +9.0% | -1.5% | +10.5% | +9.0% |
| 3M | -0.9% | +0.5% | -1.4% | -1.1% |
| 6M | +13.4% | -1.0% | +14.4% | +13.0% |
| YTD | +8.5% | +12.3% | -3.8% | +7.1% |
| 1Y | +11.3% | +39.2% | -28.0% | +8.7% |
| 3Y | +26.0% | +712.3% | -686.3% | +12.0% |
| 5Y | +47.9% | +484.2% | -436.4% | +28.4% |
| All | +340.0% | +331.7% | +8.3% | +299.1% |
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