+446.4%
IYR vs IAG
+377.5%
+68.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.5% |
| 7D | -1.2% | -0.5% | -0.7% | -1.2% |
| 30D | -2.9% | +28.9% | -31.7% | -5.0% |
| 3M | +0.8% | +19.1% | -18.3% | -1.0% |
| 6M | +1.9% | -10.3% | +12.1% | +1.9% |
| YTD | +9.6% | +24.2% | -14.6% | +6.3% |
| 1Y | +8.1% | +116.5% | -108.4% | -0.3% |
| 3Y | +29.2% | +742.8% | -713.6% | +3.9% |
| 5Y | +4.3% | +753.3% | -749.0% | -18.7% |
| 10Y | +64.7% | +403.2% | -338.5% | +25.7% |
| All | +446.4% | +377.5% | +68.9% | +253.0% |
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