+170.1%
MTB vs IAG
+427.6%
-257.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.3% |
| 7D | 0.0% | -1.1% | +1.1% | 0.0% |
| 30D | -4.8% | +12.1% | -16.9% | -4.9% |
| 3M | +6.0% | +25.5% | -19.6% | +5.8% |
| 6M | +19.6% | -7.1% | +26.7% | +19.6% |
| YTD | +21.5% | +22.9% | -1.4% | +21.2% |
| 1Y | +24.7% | +83.3% | -58.6% | +24.1% |
| 3Y | +108.6% | +808.5% | -699.9% | +105.2% |
| 5Y | +106.7% | +838.0% | -731.2% | +101.8% |
| All | +170.1% | +427.6% | -257.5% | +163.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling