+4.6%
MKTX vs IAG
+427.6%
-423.0%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | -0.2% | -1.1% | +0.8% | -0.2% |
| 30D | +0.7% | +12.1% | -11.4% | -0.1% |
| 3M | +40.8% | +25.5% | +15.3% | +38.3% |
| 6M | -8.0% | -7.1% | -0.9% | -8.2% |
| YTD | -8.7% | +22.9% | -31.6% | -11.0% |
| 1Y | -11.8% | +83.3% | -95.2% | -16.6% |
| 3Y | -24.0% | +808.5% | -832.6% | -37.5% |
| 5Y | -60.3% | +838.0% | -898.3% | -68.3% |
| All | +4.6% | +427.6% | -423.0% | -14.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling