+108.4%
M vs IAG
+621.5%
-513.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +7.2% | -11.8% | -5.4% |
| 7D | -4.3% | +21.4% | -25.7% | -6.4% |
| 30D | +1.3% | +4.0% | -2.8% | +0.6% |
| 3M | -7.4% | +17.0% | -24.4% | -9.5% |
| 6M | +18.3% | +1.4% | +16.9% | +16.9% |
| YTD | +7.6% | +13.8% | -6.2% | +3.1% |
| 1Y | +17.4% | +55.8% | -38.4% | +7.6% |
| 3Y | +108.4% | +647.4% | -539.1% | +47.5% |
| All | +108.4% | +621.5% | -513.2% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling