+0.5%
M vs IAG
+326.7%
-326.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +5.8% | +2.3% | +7.8% |
| 7D | +2.5% | +24.0% | -21.5% | +1.4% |
| 30D | +10.1% | +5.5% | +4.5% | +9.6% |
| 3M | -0.9% | +8.3% | -9.2% | -1.5% |
| 6M | +30.2% | +6.1% | +24.1% | +29.2% |
| YTD | +16.3% | +20.3% | -4.0% | +14.1% |
| 1Y | +27.0% | +56.5% | -29.5% | +23.0% |
| 3Y | +154.5% | +762.6% | -608.1% | +128.4% |
| 5Y | -1.1% | +546.3% | -547.3% | -13.8% |
| 10Y | +0.5% | +356.1% | -355.6% | -8.1% |
| All | +0.5% | +326.7% | -326.2% | -8.1% |
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 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