+2,715.8%
MSCI vs IAG
+124.8%
+2,591.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.2% | -9.5% | -2.7% |
| 7D | +2.8% | +21.4% | -18.6% | +1.5% |
| 30D | +15.4% | +4.0% | +11.4% | +15.0% |
| 3M | +13.4% | +17.0% | -3.6% | +11.9% |
| 6M | +10.9% | +1.4% | +9.5% | +10.1% |
| YTD | +13.0% | +13.8% | -0.8% | +10.4% |
| 1Y | +12.0% | +55.8% | -43.8% | +6.9% |
| 3Y | +34.1% | +647.4% | -613.3% | +11.0% |
| 5Y | +3.9% | +519.1% | -515.2% | -15.2% |
| 10Y | +802.0% | +345.6% | +456.4% | +617.1% |
| All | +2,715.8% | +124.8% | +2,591.0% | +1,618.5% |
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 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