+1,497.9%
META vs IAG
+83.3%
+1,414.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.1% | -4.0% |
| 7D | -3.1% | +4.5% | -7.7% | -3.3% |
| 30D | -18.1% | -5.7% | -12.4% | -18.0% |
| 3M | +2.9% | +10.1% | -7.3% | +2.3% |
| 6M | +0.2% | +7.3% | -7.1% | -0.4% |
| YTD | -8.1% | +6.1% | -14.2% | -8.8% |
| 1Y | -4.5% | +46.8% | -51.3% | -6.4% |
| 3Y | +94.2% | +573.1% | -478.9% | +78.7% |
| 5Y | +79.1% | +477.6% | -398.5% | +62.4% |
| 10Y | +405.9% | +315.7% | +90.2% | +360.7% |
| All | +1,497.9% | +83.3% | +1,414.6% | +1,213.8% |
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