+2,909.1%
MSFT vs IAG
+377.5%
+2,531.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.9% |
| 7D | -2.7% | -0.5% | -2.2% | -2.7% |
| 30D | +2.7% | +28.9% | -26.2% | +1.2% |
| 3M | +17.0% | +19.1% | -2.2% | +15.5% |
| 6M | +23.8% | -10.3% | +34.1% | +23.9% |
| YTD | +4.0% | +24.2% | -20.2% | +1.9% |
| 1Y | -0.8% | +116.5% | -117.3% | -5.9% |
| 3Y | +55.6% | +742.8% | -687.2% | +34.9% |
| 5Y | +72.9% | +753.3% | -680.4% | +46.6% |
| 10Y | +875.8% | +403.2% | +472.6% | +718.5% |
| All | +2,909.1% | +377.5% | +2,531.6% | +2,170.4% |
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