-9.1%
LOW vs IAG
+817.0%
-826.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.2% |
| 7D | -0.6% | +1.7% | -2.3% | -0.7% |
| 30D | -9.3% | +11.4% | -20.7% | -9.7% |
| 3M | -8.1% | +33.0% | -41.1% | -9.3% |
| 6M | -19.8% | -6.0% | -13.8% | -20.1% |
| YTD | -16.4% | +24.6% | -40.9% | -17.3% |
| 1Y | -24.7% | +105.0% | -129.7% | -26.7% |
| All | -9.1% | +817.0% | -826.0% | -18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling