+291.3%
IR vs IAG
+377.4%
-86.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.4% |
| 7D | -2.8% | -0.5% | -2.3% | -2.8% |
| 30D | -15.1% | +28.9% | -44.0% | -16.4% |
| 3M | +6.1% | +19.1% | -13.1% | +4.7% |
| 6M | -16.8% | -10.3% | -6.6% | -16.8% |
| YTD | -3.5% | +24.2% | -27.7% | -5.2% |
| 1Y | -3.5% | +116.5% | -120.0% | -7.7% |
| 3Y | +9.5% | +742.8% | -733.3% | -2.9% |
| 5Y | +45.1% | +753.3% | -708.3% | +25.0% |
| All | +291.3% | +377.4% | -86.1% | +253.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling