+2,417.1%
MSCI vs IAG
+145.5%
+2,271.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.1% |
| 7D | +0.4% | -0.5% | +0.9% | +0.4% |
| 30D | +0.6% | +28.9% | -28.3% | -1.3% |
| 3M | -7.1% | +19.1% | -26.2% | -8.5% |
| 6M | +0.8% | -10.3% | +11.1% | +0.8% |
| YTD | +1.0% | +24.2% | -23.2% | -1.8% |
| 1Y | +4.3% | +116.5% | -112.2% | -2.9% |
| 3Y | +9.9% | +742.8% | -732.9% | -9.7% |
| 5Y | -6.8% | +753.3% | -760.1% | -25.6% |
| 10Y | +614.7% | +403.2% | +211.5% | +462.6% |
| All | +2,417.1% | +145.5% | +2,271.7% | +1,430.0% |
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