-31.9%
MKC vs IAG
+817.0%
-848.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -0.9% |
| 7D | -4.3% | +1.7% | -6.0% | -4.4% |
| 30D | -3.1% | +11.4% | -14.6% | -3.5% |
| 3M | +6.8% | +33.0% | -26.2% | +5.6% |
| 6M | -18.3% | -6.0% | -12.3% | -18.2% |
| YTD | -23.1% | +24.6% | -47.6% | -24.0% |
| 1Y | -23.7% | +105.0% | -128.7% | -26.5% |
| All | -31.9% | +817.0% | -848.9% | -41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling