-51.3%
IT vs IAG
+797.8%
-849.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.8% | -5.6% | -7.4% |
| 7D | -9.1% | +4.3% | -13.4% | -9.1% |
| 30D | -7.0% | +9.8% | -16.8% | -7.0% |
| 3M | +7.6% | +28.9% | -21.3% | +7.7% |
| 6M | +2.1% | -7.6% | +9.7% | +3.0% |
| YTD | -31.6% | +22.0% | -53.5% | -32.0% |
| 1Y | -29.9% | +99.5% | -129.4% | -32.6% |
| 3Y | -51.3% | +818.3% | -869.5% | -57.4% |
| All | -51.3% | +797.8% | -849.0% | -57.4% |
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