+81.9%
META vs IAG
+515.1%
-433.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.2% | -6.4% | +0.2% |
| 7D | -0.8% | +21.4% | -22.2% | -2.4% |
| 30D | -15.4% | +4.0% | -19.5% | -15.8% |
| 3M | +3.5% | +17.0% | -13.5% | +1.9% |
| 6M | -0.3% | +1.4% | -1.7% | -1.0% |
| YTD | -7.3% | +13.8% | -21.1% | -9.4% |
| 1Y | -1.1% | +55.8% | -56.9% | -5.9% |
| 3Y | +95.1% | +647.4% | -552.4% | +57.0% |
| All | +81.9% | +515.1% | -433.2% | +37.4% |
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