-3.4%
M vs IAG
+371.0%
-374.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -2.5% |
| 7D | +2.4% | +4.3% | -1.9% | +2.2% |
| 30D | -11.6% | +9.8% | -21.4% | -12.1% |
| 3M | +1.6% | +28.9% | -27.3% | +0.2% |
| 6M | +25.2% | -7.6% | +32.8% | +25.0% |
| YTD | +3.8% | +22.0% | -18.2% | +1.9% |
| 1Y | +36.3% | +99.5% | -63.2% | +30.8% |
| 3Y | +116.3% | +818.3% | -701.9% | +94.3% |
| 5Y | +28.2% | +785.9% | -757.7% | +12.9% |
| 10Y | -3.4% | +381.1% | -384.5% | -12.1% |
| All | -3.4% | +371.0% | -374.3% | -12.1% |
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