+19.0%
MSCI vs IAG
+56.5%
-37.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +10.2% | -4.8% | +5.7% |
| 7D | +11.5% | +1.1% | +10.4% | +11.4% |
| 30D | +22.1% | -5.3% | +27.3% | +21.7% |
| 3M | +18.4% | +18.0% | +0.4% | +19.6% |
| 6M | +16.6% | +7.1% | +9.5% | +18.3% |
| YTD | +18.8% | +5.9% | +12.9% | +20.5% |
| 1Y | +19.0% | +59.4% | -40.4% | +18.2% |
| All | +19.0% | +56.5% | -37.6% | +18.2% |
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