+887.7%
MDY vs IAG
+368.9%
+518.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.5% |
| 7D | +1.0% | +4.3% | -3.2% | +0.7% |
| 30D | -3.1% | +9.8% | -12.9% | -3.9% |
| 3M | +1.8% | +28.9% | -27.1% | -0.6% |
| 6M | +10.8% | -7.6% | +18.4% | +10.7% |
| YTD | +14.4% | +22.0% | -7.5% | +11.4% |
| 1Y | +15.2% | +99.5% | -84.3% | +7.5% |
| 3Y | +51.2% | +818.3% | -767.1% | +22.1% |
| 5Y | +47.2% | +785.9% | -738.7% | +15.7% |
| 10Y | +171.1% | +381.1% | -210.0% | +110.2% |
| All | +887.7% | +368.9% | +518.8% | +566.9% |
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