+29.7%
M vs IAG
+102.4%
-72.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.1% | -6.3% | -4.4% |
| 7D | -4.1% | +1.7% | -5.7% | -4.2% |
| 30D | -13.6% | +11.4% | -25.1% | -14.5% |
| 3M | -2.3% | +33.0% | -35.3% | -5.1% |
| 6M | +21.9% | -6.0% | +27.9% | +20.3% |
| YTD | -0.6% | +24.6% | -25.2% | -5.7% |
| 1Y | +29.7% | +105.0% | -75.3% | +11.9% |
| All | +29.7% | +102.4% | -72.6% | +11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling