+134.6%
M vs IAG
+377.5%
-242.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +2.7% |
| 7D | +4.7% | -0.5% | +5.3% | +4.7% |
| 30D | -9.6% | +28.9% | -38.5% | -11.0% |
| 3M | +0.9% | +19.1% | -18.3% | -0.4% |
| 6M | +22.3% | -10.3% | +32.5% | +22.3% |
| YTD | +6.5% | +24.2% | -17.7% | +4.3% |
| 1Y | +38.8% | +116.5% | -77.7% | +31.6% |
| 3Y | +115.9% | +742.8% | -626.9% | +88.2% |
| 5Y | +28.6% | +753.3% | -724.7% | +9.9% |
| 10Y | -2.5% | +403.2% | -405.7% | -18.0% |
| All | +134.6% | +377.5% | -242.9% | +86.6% |
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