-7.5%
MSCI vs IAG
+764.1%
-771.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.2% |
| 7D | +0.4% | -0.5% | +0.9% | +0.4% |
| 30D | +0.6% | +28.9% | -28.3% | -1.0% |
| 3M | -7.1% | +19.1% | -26.2% | -8.2% |
| 6M | +0.8% | -10.3% | +11.1% | +1.2% |
| YTD | +1.0% | +24.2% | -23.2% | -1.6% |
| 1Y | +4.3% | +116.5% | -112.2% | -3.3% |
| 3Y | +9.9% | +742.8% | -732.9% | -14.0% |
| All | -7.5% | +764.1% | -771.6% | -26.9% |
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