+192.8%
IRM vs IAG
+804.8%
-612.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.9% | -1.0% |
| 7D | +3.0% | +1.7% | +1.3% | +2.8% |
| 30D | -5.2% | +11.4% | -16.7% | -6.5% |
| 3M | -8.0% | +33.0% | -41.1% | -11.5% |
| 6M | +9.2% | -6.0% | +15.2% | +8.7% |
| YTD | +41.0% | +24.6% | +16.4% | +35.0% |
| 1Y | +23.3% | +105.0% | -81.7% | +10.7% |
| 3Y | +102.8% | +837.9% | -735.1% | +48.2% |
| 5Y | +192.8% | +817.0% | -624.2% | +104.0% |
| All | +192.8% | +804.8% | -612.1% | +104.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling