+227.1%
LOW vs IAG
+423.2%
-196.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.9% |
| 7D | -2.6% | -4.1% | +1.4% | -2.5% |
| 30D | -11.1% | +10.6% | -21.8% | -11.6% |
| 3M | -8.5% | +35.4% | -43.9% | -9.8% |
| 6M | -20.8% | -9.5% | -11.3% | -20.9% |
| YTD | -17.2% | +21.8% | -39.0% | -18.3% |
| 1Y | -24.7% | +84.1% | -108.9% | -27.1% |
| 3Y | -9.7% | +817.4% | -827.1% | -19.5% |
| 5Y | +6.0% | +830.1% | -824.1% | -7.6% |
| All | +227.1% | +423.2% | -196.0% | +188.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling