+210.8%
MGY vs IAG
+302.0%
-91.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +1.2% |
| 7D | +1.5% | +1.7% | -0.2% | +1.3% |
| 30D | +6.8% | +11.4% | -4.6% | +5.7% |
| 3M | +2.6% | +33.0% | -30.4% | -0.4% |
| 6M | -3.1% | -6.0% | +2.9% | -3.5% |
| YTD | +29.4% | +24.6% | +4.8% | +24.7% |
| 1Y | +22.3% | +105.0% | -82.7% | +11.3% |
| 3Y | +26.6% | +837.9% | -811.3% | -5.2% |
| 5Y | +92.1% | +817.0% | -724.8% | +38.8% |
| All | +210.8% | +302.0% | -91.1% | +128.7% |
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