-46.3%
IT vs IAG
+804.8%
-851.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -1.8% |
| 7D | -9.1% | +1.7% | -10.8% | -9.2% |
| 30D | -12.2% | +11.4% | -23.6% | -12.5% |
| 3M | +7.8% | +33.0% | -25.2% | +6.6% |
| 6M | +2.0% | -6.0% | +8.0% | +2.3% |
| YTD | -32.7% | +24.6% | -57.3% | -33.9% |
| 1Y | -31.1% | +105.0% | -136.1% | -34.9% |
| 3Y | -52.1% | +837.9% | -890.0% | -60.5% |
| 5Y | -46.3% | +817.0% | -863.2% | -54.6% |
| All | -46.3% | +804.8% | -851.1% | -54.6% |
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 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