-53.4%
IT vs IAG
+696.0%
-749.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.6% | +2.2% |
| 7D | -6.8% | +3.4% | -10.3% | -6.9% |
| 30D | -0.6% | -2.7% | +2.1% | -0.6% |
| 3M | +3.1% | -0.5% | +3.6% | +3.1% |
| 6M | +25.5% | -4.8% | +30.3% | +26.2% |
| YTD | -23.5% | +9.6% | -33.1% | -24.0% |
| 1Y | -16.6% | +32.2% | -48.8% | -18.2% |
| All | -53.4% | +696.0% | -749.5% | -60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling