+71.4%
MSFT vs IAG
+766.8%
-695.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.7% | -1.0% |
| 7D | -1.4% | +4.3% | -5.7% | -1.7% |
| 30D | -1.0% | +9.8% | -10.8% | -1.7% |
| 3M | +20.2% | +28.9% | -8.7% | +17.9% |
| 6M | +21.3% | -7.6% | +28.9% | +21.1% |
| YTD | +2.8% | +22.0% | -19.2% | +0.6% |
| 1Y | 0.0% | +99.5% | -99.5% | -5.3% |
| 3Y | +51.2% | +818.3% | -767.0% | +28.0% |
| 5Y | +71.4% | +785.9% | -714.5% | +37.6% |
| All | +71.4% | +766.8% | -695.4% | +37.6% |
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