+869.5%
MDY vs IAG
+303.8%
+565.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.2% |
| 7D | +2.3% | -7.7% | +9.9% | +2.9% |
| 30D | +2.0% | +1.6% | +0.4% | +1.7% |
| 3M | -5.6% | -2.4% | -3.2% | -5.7% |
| 6M | +1.3% | -7.8% | +9.1% | +1.3% |
| YTD | +12.3% | +5.0% | +7.3% | +10.4% |
| 1Y | +15.8% | +25.7% | -9.9% | +12.1% |
| 3Y | +56.5% | +694.5% | -638.0% | +27.8% |
| 5Y | +35.1% | +421.7% | -386.5% | +10.6% |
| 10Y | +167.4% | +382.5% | -215.0% | +107.7% |
| All | +869.5% | +303.8% | +565.7% | +561.1% |
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 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