+183.8%
IRM vs IAG
+461.2%
-277.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +1.8% |
| 7D | -5.3% | +3.4% | -8.7% | -5.7% |
| 30D | -2.3% | -2.7% | +0.4% | -2.2% |
| 3M | -7.4% | -0.5% | -6.9% | -7.7% |
| 6M | -12.2% | -4.8% | -7.4% | -12.5% |
| YTD | +38.6% | +9.6% | +29.1% | +34.4% |
| 1Y | +14.9% | +32.2% | -17.3% | +8.7% |
| 3Y | +108.2% | +692.5% | -584.4% | +54.4% |
| 5Y | +183.8% | +447.6% | -263.7% | +107.9% |
| All | +183.8% | +461.2% | -277.3% | +107.9% |
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