+424.9%
MAR vs IAG
+423.2%
+1.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.7% |
| 7D | -2.1% | -4.1% | +2.0% | -1.9% |
| 30D | -5.7% | +10.6% | -16.3% | -6.0% |
| 3M | -14.6% | +35.4% | -50.0% | -15.6% |
| 6M | +1.3% | -9.5% | +10.9% | +1.3% |
| YTD | +6.7% | +21.8% | -15.1% | +5.5% |
| 1Y | +26.4% | +84.1% | -57.7% | +23.0% |
| 3Y | +64.7% | +817.4% | -752.6% | +50.8% |
| 5Y | +153.1% | +830.1% | -677.0% | +127.7% |
| All | +424.9% | +423.2% | +1.7% | +374.7% |
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