+27.6%
IR vs IAG
+621.5%
-594.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.2% | -5.8% | +0.8% |
| 7D | +3.7% | +21.4% | -17.8% | +2.0% |
| 30D | +7.4% | +4.0% | +3.4% | +7.0% |
| 3M | -5.9% | +17.0% | -23.0% | -7.4% |
| 6M | +5.6% | +1.4% | +4.2% | +4.7% |
| YTD | +4.8% | +13.8% | -8.9% | +3.2% |
| 1Y | +6.9% | +55.8% | -48.9% | +3.6% |
| 3Y | +27.6% | +647.4% | -619.9% | +15.0% |
| All | +27.6% | +621.5% | -594.0% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling