+49.4%
MDY vs IAG
+817.0%
-767.5%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.2% |
| 7D | -0.8% | +1.7% | -2.5% | -0.9% |
| 30D | -3.9% | +11.4% | -15.3% | -4.9% |
| 3M | 0.0% | +33.0% | -33.1% | -2.9% |
| 6M | +8.5% | -6.0% | +14.5% | +8.1% |
| YTD | +13.2% | +24.6% | -11.3% | +9.8% |
| 1Y | +15.0% | +105.0% | -90.0% | +6.8% |
| All | +49.4% | +817.0% | -767.5% | +17.8% |
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 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