-18.3%
MKC vs IAG
+56.5%
-74.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +10.2% | -4.8% | +5.4% |
| 7D | +9.6% | +1.1% | +8.5% | +9.4% |
| 30D | +12.0% | -5.3% | +17.3% | +11.9% |
| 3M | -2.0% | +18.0% | -20.0% | -2.3% |
| 6M | +7.2% | +7.1% | +0.1% | +6.7% |
| YTD | -23.7% | +5.9% | -29.7% | -23.6% |
| 1Y | -18.3% | +59.4% | -77.7% | -18.7% |
| All | -18.3% | +56.5% | -74.8% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling