+568.4%
MA vs IAG
+336.8%
+231.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.7% | +7.1% | +0.7% |
| 7D | +1.8% | +16.8% | -15.0% | +1.1% |
| 30D | +11.8% | -1.5% | +13.3% | +11.8% |
| 3M | +17.2% | +0.5% | +16.7% | +16.9% |
| 6M | +33.4% | -1.0% | +34.4% | +33.0% |
| YTD | +16.1% | +12.3% | +3.8% | +14.5% |
| 1Y | +19.9% | +39.2% | -19.3% | +16.9% |
| 3Y | +70.1% | +712.3% | -642.2% | +49.7% |
| 5Y | +89.6% | +484.2% | -394.6% | +64.7% |
| 10Y | +568.4% | +382.3% | +186.1% | +480.1% |
| All | +568.4% | +336.8% | +231.6% | +480.1% |
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