-9.5%
M vs IAG
+384.2%
-393.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.1% | +3.1% | -1.8% |
| 7D | +0.6% | -2.1% | +2.6% | +0.7% |
| 30D | +7.0% | -6.2% | +13.2% | +7.2% |
| 3M | +3.1% | -5.1% | +8.3% | +3.2% |
| 6M | +33.5% | -10.0% | +43.5% | +33.6% |
| YTD | +13.4% | +3.9% | +9.5% | +12.0% |
| 1Y | +22.4% | +18.9% | +3.6% | +20.1% |
| 3Y | +150.9% | +651.8% | -500.9% | +125.0% |
| 5Y | -3.0% | +416.3% | -419.3% | -15.7% |
| All | -9.5% | +384.2% | -393.7% | -16.0% |
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 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