+46.1%
MDY vs IAG
+796.9%
-750.8%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.2% | -0.7% |
| 7D | -2.5% | -4.1% | +1.5% | -2.2% |
| 30D | -5.0% | +10.6% | -15.7% | -6.0% |
| 3M | +0.5% | +35.4% | -34.9% | -2.6% |
| 6M | +8.0% | -9.5% | +17.6% | +8.0% |
| YTD | +12.2% | +21.8% | -9.7% | +8.8% |
| 1Y | +14.0% | +84.1% | -70.2% | +6.2% |
| 3Y | +48.2% | +817.4% | -769.2% | +15.7% |
| 5Y | +46.1% | +830.1% | -784.0% | +7.7% |
| All | +46.1% | +796.9% | -750.8% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling