-24.0%
MKTX vs IAG
+796.9%
-820.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | 0.0% |
| 7D | -0.2% | -4.1% | +3.9% | +0.1% |
| 30D | +0.8% | +10.6% | -9.8% | +0.2% |
| 3M | +41.1% | +35.4% | +5.8% | +38.5% |
| 6M | -9.5% | -9.5% | 0.0% | -9.6% |
| YTD | -8.7% | +21.8% | -30.5% | -10.4% |
| 1Y | -10.0% | +84.1% | -94.1% | -14.0% |
| All | -24.0% | +796.9% | -820.9% | -38.4% |
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