+3,049.4%
MSFT vs IAG
+299.6%
+2,749.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.1% | +5.5% | +0.6% |
| 7D | -2.4% | -2.1% | -0.4% | -2.3% |
| 30D | -3.8% | -6.2% | +2.4% | -3.5% |
| 3M | +6.4% | -5.1% | +11.6% | +6.5% |
| 6M | +28.8% | -10.0% | +38.8% | +28.9% |
| YTD | +8.8% | +3.9% | +4.9% | +7.6% |
| 1Y | +3.2% | +18.9% | -15.7% | +1.2% |
| 3Y | +44.8% | +651.8% | -607.0% | +26.4% |
| 5Y | +61.8% | +416.3% | -354.4% | +40.9% |
| 10Y | +897.9% | +377.4% | +520.5% | +741.0% |
| All | +3,049.4% | +299.6% | +2,749.8% | +2,296.9% |
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