+2,185.5%
IT vs IAG
+299.6%
+1,885.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.1% | +4.0% | -0.8% |
| 7D | -3.7% | -2.1% | -1.6% | -3.6% |
| 30D | -3.1% | -6.2% | +3.1% | -2.9% |
| 3M | +6.3% | -5.1% | +11.5% | +6.4% |
| 6M | +24.8% | -10.0% | +34.7% | +24.7% |
| YTD | -24.4% | +3.9% | -28.3% | -25.7% |
| 1Y | -17.1% | +18.9% | -35.9% | -19.3% |
| 3Y | -53.6% | +651.8% | -705.4% | -61.0% |
| 5Y | -42.5% | +416.3% | -458.8% | -51.7% |
| 10Y | +88.8% | +377.4% | -288.6% | +50.8% |
| All | +2,185.5% | +299.6% | +1,885.9% | +1,656.9% |
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 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