+434.2%
IRM vs IAG
+427.6%
+6.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.9% |
| 7D | -1.4% | -1.1% | -0.4% | -1.3% |
| 30D | -7.4% | +12.1% | -19.5% | -8.4% |
| 3M | -7.4% | +25.5% | -32.9% | -9.5% |
| 6M | +8.7% | -7.1% | +15.8% | +8.5% |
| YTD | +40.9% | +22.9% | +18.1% | +36.7% |
| 1Y | +20.5% | +83.3% | -62.8% | +12.6% |
| 3Y | +101.7% | +808.5% | -706.8% | +62.4% |
| 5Y | +197.7% | +838.0% | -640.3% | +132.3% |
| All | +434.2% | +427.6% | +6.6% | +311.5% |
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