+542.0%
MS vs IAG
+389.3%
+152.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.7% |
| 7D | +5.1% | -7.7% | +12.8% | +5.5% |
| 30D | +5.7% | +1.6% | +4.1% | +5.5% |
| 3M | -12.2% | -2.4% | -9.7% | -12.2% |
| 6M | -0.5% | -7.8% | +7.3% | -0.5% |
| YTD | +9.8% | +5.0% | +4.8% | +8.7% |
| 1Y | +17.7% | +25.7% | -8.0% | +15.6% |
| 3Y | +176.8% | +694.5% | -517.7% | +150.3% |
| 5Y | +123.7% | +421.7% | -298.0% | +98.8% |
| All | +542.0% | +389.3% | +152.7% | +479.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling