+498.8%
MAR vs IAG
+389.3%
+109.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.4% |
| 7D | +1.6% | -7.7% | +9.3% | +1.8% |
| 30D | +13.8% | +1.6% | +12.2% | +13.7% |
| 3M | +20.3% | -2.4% | +22.7% | +20.2% |
| 6M | +21.3% | -7.8% | +29.1% | +21.3% |
| YTD | +37.2% | +5.0% | +32.2% | +36.2% |
| 1Y | +48.4% | +25.7% | +22.8% | +46.5% |
| 3Y | +120.1% | +694.5% | -574.4% | +103.5% |
| 5Y | +182.1% | +421.7% | -239.6% | +156.3% |
| All | +498.8% | +389.3% | +109.5% | +451.7% |
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