+2,167.7%
MAR vs IAG
+377.5%
+1,790.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.3% |
| 7D | -4.2% | -0.5% | -3.6% | -4.1% |
| 30D | -6.7% | +28.9% | -35.6% | -8.2% |
| 3M | -12.5% | +19.1% | -31.6% | -13.7% |
| 6M | +0.6% | -10.3% | +10.8% | +0.6% |
| YTD | +9.1% | +24.2% | -15.1% | +6.6% |
| 1Y | +26.2% | +116.5% | -90.3% | +18.8% |
| 3Y | +68.2% | +742.8% | -674.6% | +42.8% |
| 5Y | +163.9% | +753.3% | -589.4% | +118.4% |
| 10Y | +420.6% | +403.2% | +17.4% | +322.0% |
| All | +2,167.7% | +377.5% | +1,790.2% | +1,606.8% |
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