+136.9%
M vs IAG
+337.4%
-200.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +7.2% | -11.8% | -5.0% |
| 7D | -4.3% | +21.4% | -25.7% | -5.3% |
| 30D | +1.3% | +4.0% | -2.8% | +0.9% |
| 3M | -7.4% | +17.0% | -24.4% | -8.4% |
| 6M | +18.3% | +1.4% | +16.9% | +17.7% |
| YTD | +7.6% | +13.8% | -6.2% | +5.7% |
| 1Y | +17.4% | +55.8% | -38.4% | +13.3% |
| 3Y | +108.4% | +647.4% | -539.1% | +82.7% |
| 5Y | -10.6% | +519.1% | -529.8% | -22.6% |
| 10Y | -3.2% | +345.6% | -348.8% | -17.9% |
| All | +136.9% | +337.4% | -200.5% | +89.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling