+336.0%
IR vs IAG
+303.7%
+32.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -0.4% |
| 7D | +2.5% | -7.7% | +10.2% | +3.0% |
| 30D | +9.2% | +1.6% | +7.6% | +9.0% |
| 3M | +0.9% | -2.4% | +3.4% | +0.9% |
| 6M | +19.2% | -7.8% | +27.1% | +19.3% |
| YTD | +7.5% | +5.0% | +2.4% | +6.5% |
| 1Y | +11.7% | +25.7% | -14.0% | +9.8% |
| 3Y | +23.9% | +694.5% | -670.6% | +10.4% |
| 5Y | +46.4% | +421.7% | -375.3% | +27.7% |
| All | +336.0% | +303.7% | +32.2% | +297.0% |
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