+521.8%
IRM vs IAG
+384.2%
+137.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.1% | +7.1% | +2.4% |
| 7D | +8.6% | -2.1% | +10.7% | +8.7% |
| 30D | 0.0% | -6.2% | +6.2% | +0.4% |
| 3M | -7.1% | -5.1% | -2.0% | -7.0% |
| 6M | -7.9% | -10.0% | +2.1% | -7.7% |
| YTD | +41.3% | +3.9% | +37.4% | +38.9% |
| 1Y | +20.7% | +18.9% | +1.9% | +17.3% |
| 3Y | +112.2% | +651.8% | -539.6% | +75.1% |
| 5Y | +191.2% | +416.3% | -225.1% | +137.5% |
| All | +521.8% | +384.2% | +137.6% | +385.7% |
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