+1,783.1%
IRM vs IAG
+377.5%
+1,405.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +1.8% |
| 7D | -0.5% | -0.5% | +0.1% | -0.4% |
| 30D | -8.1% | +28.9% | -37.0% | -10.0% |
| 3M | -9.7% | +19.1% | -28.8% | -11.2% |
| 6M | +10.0% | -10.3% | +20.2% | +10.2% |
| YTD | +43.0% | +24.2% | +18.8% | +39.1% |
| 1Y | +32.7% | +116.5% | -83.8% | +23.4% |
| 3Y | +102.7% | +742.8% | -640.1% | +67.6% |
| 5Y | +187.6% | +753.3% | -565.8% | +131.6% |
| 10Y | +420.1% | +403.2% | +16.9% | +312.6% |
| All | +1,783.1% | +377.5% | +1,405.6% | +1,137.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling