+1,111.7%
LOW vs IAG
+378.9%
+732.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.2% |
| 6M | -19.8% | -6.0% | -13.8% | -19.8% |
| YTD | -16.4% | +24.6% | -40.9% | -17.5% |
| 1Y | -24.7% | +105.0% | -129.7% | -27.2% |
| 3Y | -8.8% | +837.9% | -846.7% | -18.0% |
| 5Y | +7.8% | +817.0% | -809.2% | -4.5% |
| 10Y | +233.8% | +425.3% | -191.5% | +194.1% |
| All | +1,111.7% | +378.9% | +732.8% | +905.6% |
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