+605.8%
MSCI vs IAG
+371.0%
+234.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.8% | -2.0% | -3.7% |
| 7D | -2.1% | +4.3% | -6.3% | -2.3% |
| 30D | -1.7% | +9.8% | -11.5% | -2.3% |
| 3M | -8.2% | +28.9% | -37.1% | -9.7% |
| 6M | -2.4% | -7.6% | +5.1% | -2.5% |
| YTD | -2.8% | +22.0% | -24.8% | -4.9% |
| 1Y | -2.7% | +99.5% | -102.2% | -8.0% |
| 3Y | +7.3% | +818.3% | -811.0% | -11.0% |
| 5Y | -11.4% | +785.9% | -797.3% | -28.5% |
| 10Y | +605.8% | +381.1% | +224.7% | +472.3% |
| All | +605.8% | +371.0% | +234.9% | +472.3% |
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 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