+1,511.3%
META vs IAG
+96.5%
+1,414.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.2% | -6.4% | +0.6% |
| 7D | -0.8% | +21.4% | -22.2% | -1.6% |
| 30D | -15.4% | +4.0% | -19.5% | -15.6% |
| 3M | +3.5% | +17.0% | -13.5% | +2.7% |
| 6M | -0.3% | +1.4% | -1.7% | -0.6% |
| YTD | -7.3% | +13.8% | -21.1% | -8.3% |
| 1Y | -1.1% | +55.8% | -56.9% | -3.3% |
| 3Y | +95.1% | +647.4% | -552.4% | +78.8% |
| 5Y | +80.6% | +519.1% | -438.6% | +63.3% |
| 10Y | +410.1% | +345.6% | +64.5% | +363.2% |
| All | +1,511.3% | +96.5% | +1,414.8% | +1,221.0% |
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