+1,298.2%
LOW vs IAG
+303.8%
+994.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | +0.1% |
| 7D | +1.4% | -7.7% | +9.1% | +1.7% |
| 30D | +21.7% | +1.6% | +20.1% | +21.5% |
| 3M | +5.0% | -2.4% | +7.4% | +5.0% |
| 6M | +4.6% | -7.8% | +12.4% | +4.6% |
| YTD | -3.5% | +5.0% | -8.5% | -4.3% |
| 1Y | +0.5% | +25.7% | -25.1% | -1.0% |
| 3Y | +24.8% | +694.5% | -669.7% | +12.9% |
| 5Y | +6.5% | +421.7% | -415.2% | -3.8% |
| 10Y | +294.6% | +382.5% | -87.9% | +249.4% |
| All | +1,298.2% | +303.8% | +994.4% | +1,067.1% |
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