+415.8%
MTB vs IAG
+368.9%
+46.9%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.5% |
| 7D | +2.8% | +4.3% | -1.5% | +2.6% |
| 30D | -4.2% | +9.8% | -14.0% | -4.5% |
| 3M | +7.8% | +28.9% | -21.1% | +6.8% |
| 6M | +14.8% | -7.6% | +22.4% | +14.8% |
| YTD | +20.8% | +22.0% | -1.2% | +19.4% |
| 1Y | +23.1% | +99.5% | -76.4% | +19.7% |
| 3Y | +114.8% | +818.3% | -703.4% | +96.8% |
| 5Y | +103.3% | +785.9% | -682.6% | +83.7% |
| 10Y | +173.0% | +381.1% | -208.1% | +144.0% |
| All | +415.8% | +368.9% | +46.9% | +326.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling