+67.0%
MAR vs IAG
+817.0%
-750.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.7% |
| 7D | -0.5% | +1.7% | -2.2% | -0.6% |
| 30D | -4.7% | +11.4% | -16.1% | -5.1% |
| 3M | -15.6% | +33.0% | -48.6% | -16.8% |
| 6M | +1.2% | -6.0% | +7.2% | +1.0% |
| YTD | +7.5% | +24.6% | -17.1% | +5.6% |
| 1Y | +26.6% | +105.0% | -78.4% | +20.8% |
| All | +67.0% | +817.0% | -750.0% | +44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling