+97.6%
META vs IAG
+495.5%
-397.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.7% | +6.7% | +0.6% |
| 7D | +3.3% | +16.8% | -13.6% | +1.9% |
| 30D | -10.8% | -1.5% | -9.3% | -10.8% |
| 3M | +7.9% | +0.5% | +7.4% | +7.6% |
| 6M | +5.4% | -1.0% | +6.4% | +4.8% |
| YTD | -2.6% | +12.3% | -14.9% | -4.7% |
| 1Y | +1.9% | +39.2% | -37.4% | -2.2% |
| 3Y | +97.0% | +712.3% | -615.3% | +57.1% |
| 5Y | +97.6% | +484.2% | -386.6% | +52.5% |
| All | +97.6% | +495.5% | -397.9% | +52.5% |
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