+2,132.6%
IT vs IAG
+377.5%
+1,755.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.2% | -2.4% | -4.5% |
| 7D | -6.0% | -0.5% | -5.5% | -6.0% |
| 30D | 0.0% | +28.9% | -28.9% | -1.6% |
| 3M | +13.1% | +19.1% | -6.1% | +11.5% |
| 6M | +11.7% | -10.3% | +21.9% | +11.7% |
| YTD | -26.1% | +24.2% | -50.3% | -28.0% |
| 1Y | -21.3% | +116.5% | -137.7% | -26.3% |
| 3Y | -46.7% | +742.8% | -789.5% | -55.5% |
| 5Y | -40.5% | +753.3% | -793.8% | -51.6% |
| 10Y | +103.9% | +403.2% | -299.3% | +62.5% |
| All | +2,132.6% | +377.5% | +1,755.1% | +1,602.3% |
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