+1,527.5%
META vs IAG
+114.5%
+1,413.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.1% |
| 7D | +6.7% | -0.5% | +7.2% | +6.7% |
| 30D | +4.8% | +28.9% | -24.1% | +3.7% |
| 3M | -1.6% | +19.1% | -20.8% | -2.5% |
| 6M | -7.5% | -10.3% | +2.8% | -7.4% |
| YTD | -6.4% | +24.2% | -30.6% | -7.6% |
| 1Y | -17.3% | +116.5% | -133.8% | -20.2% |
| 3Y | +109.9% | +742.8% | -632.9% | +91.6% |
| 5Y | +65.4% | +753.3% | -688.0% | +48.5% |
| 10Y | +391.8% | +403.2% | -11.4% | +345.4% |
| All | +1,527.5% | +114.5% | +1,413.0% | +1,230.9% |
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