-7.5%
IR vs IAG
+102.4%
-109.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.2% | -2.3% |
| 7D | -1.9% | +1.7% | -3.6% | -2.1% |
| 30D | -15.0% | +11.4% | -26.5% | -16.3% |
| 3M | -0.4% | +33.0% | -33.5% | -4.6% |
| 6M | -15.0% | -6.0% | -9.1% | -16.2% |
| YTD | -7.1% | +24.6% | -31.6% | -9.2% |
| 1Y | -7.5% | +105.0% | -112.5% | -16.4% |
| All | -7.5% | +102.4% | -109.9% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling