+3,110.6%
MSFT vs IAG
+331.8%
+2,778.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.7% | +4.4% | -1.8% |
| 7D | +2.3% | +16.8% | -14.5% | +1.4% |
| 30D | -0.4% | -1.5% | +1.1% | -0.4% |
| 3M | +5.6% | +0.5% | +5.1% | +5.3% |
| 6M | +29.0% | -1.0% | +29.9% | +28.4% |
| YTD | +10.9% | +12.3% | -1.4% | +9.3% |
| 1Y | +6.2% | +39.2% | -33.0% | +3.3% |
| 3Y | +47.6% | +712.3% | -664.7% | +28.3% |
| 5Y | +67.9% | +484.2% | -416.3% | +45.3% |
| 10Y | +922.9% | +382.3% | +540.6% | +761.5% |
| All | +3,110.6% | +331.8% | +2,778.8% | +2,333.0% |
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