+503.0%
MMM vs IAG
+377.5%
+125.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.3% |
| 7D | -3.3% | -0.5% | -2.8% | -3.3% |
| 30D | -7.0% | +28.9% | -35.9% | -8.2% |
| 3M | +10.8% | +19.1% | -8.3% | +9.6% |
| 6M | +5.8% | -10.3% | +16.0% | +5.8% |
| YTD | +6.8% | +24.2% | -17.4% | +5.0% |
| 1Y | +10.4% | +116.5% | -106.1% | +5.5% |
| 3Y | +104.7% | +742.8% | -638.1% | +81.0% |
| 5Y | +23.6% | +753.3% | -729.8% | +7.1% |
| 10Y | +54.1% | +403.2% | -349.1% | +31.6% |
| All | +503.0% | +377.5% | +125.5% | +350.6% |
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