-41.4%
IT vs IAG
+461.2%
-502.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.6% | +2.2% |
| 7D | -6.8% | +3.4% | -10.3% | -7.0% |
| 30D | -0.6% | -2.7% | +2.1% | -0.6% |
| 3M | +3.1% | -0.5% | +3.6% | +2.9% |
| 6M | +25.5% | -4.8% | +30.3% | +25.6% |
| YTD | -23.5% | +9.6% | -33.1% | -24.7% |
| 1Y | -16.6% | +32.2% | -48.8% | -19.2% |
| 3Y | -53.1% | +692.5% | -745.7% | -61.9% |
| 5Y | -41.4% | +447.6% | -489.0% | -52.2% |
| All | -41.4% | +461.2% | -502.6% | -52.2% |
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