+1,026.4%
MKTX vs IAG
+205.0%
+821.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.2% | -0.2% |
| 7D | +0.3% | +1.7% | -1.4% | +0.1% |
| 30D | +1.0% | +11.4% | -10.5% | 0.0% |
| 3M | +40.8% | +33.0% | +7.8% | +37.4% |
| 6M | -10.9% | -6.0% | -4.9% | -11.2% |
| YTD | -8.6% | +24.6% | -33.2% | -11.1% |
| 1Y | -11.6% | +105.0% | -116.6% | -17.5% |
| 3Y | -24.5% | +837.9% | -862.4% | -38.8% |
| 5Y | -60.7% | +817.0% | -877.7% | -68.9% |
| 10Y | +5.1% | +425.3% | -420.2% | -18.0% |
| All | +1,026.4% | +205.0% | +821.3% | +641.3% |
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