+517.3%
IRM vs IAG
+389.3%
+128.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | +6.8% | -7.7% | +14.5% | +7.5% |
| 30D | +2.6% | +1.6% | +1.0% | +2.3% |
| 3M | -9.5% | -2.4% | -7.0% | -9.5% |
| 6M | -8.5% | -7.8% | -0.7% | -8.5% |
| YTD | +40.3% | +5.0% | +35.2% | +37.8% |
| 1Y | +28.7% | +25.7% | +3.0% | +24.4% |
| 3Y | +111.8% | +694.5% | -582.7% | +74.2% |
| 5Y | +189.1% | +421.7% | -232.6% | +135.5% |
| All | +517.3% | +389.3% | +128.0% | +381.8% |
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