+23.0%
MMM vs IAG
+56.5%
-33.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +10.2% | -0.7% | +8.5% |
| 7D | +12.2% | +1.1% | +11.1% | +11.9% |
| 30D | +18.8% | -5.3% | +24.1% | +19.0% |
| 3M | +7.4% | +18.0% | -10.7% | +5.3% |
| 6M | +38.3% | +7.1% | +31.2% | +35.9% |
| YTD | +22.9% | +5.9% | +16.9% | +22.1% |
| 1Y | +23.0% | +59.4% | -36.4% | +13.0% |
| All | +23.0% | +56.5% | -33.5% | +13.0% |
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