+27.0%
MMM vs IAG
+766.8%
-739.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.5% |
| 7D | -1.6% | +4.3% | -5.8% | -1.8% |
| 30D | -8.0% | +9.8% | -17.8% | -8.5% |
| 3M | +9.4% | +28.9% | -19.5% | +7.6% |
| 6M | +10.2% | -7.6% | +17.8% | +10.0% |
| YTD | +6.1% | +22.0% | -15.8% | +4.2% |
| 1Y | +10.8% | +99.5% | -88.7% | +5.7% |
| 3Y | +104.8% | +818.3% | -713.5% | +76.1% |
| 5Y | +27.0% | +785.9% | -758.9% | +2.3% |
| All | +27.0% | +766.8% | -739.8% | +2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling