+24.3%
MTB vs IAG
+84.7%
-60.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.5% |
| 7D | -0.4% | -4.1% | +3.6% | -0.4% |
| 30D | -4.6% | +10.6% | -15.2% | -4.8% |
| 3M | +7.4% | +35.4% | -27.9% | +6.6% |
| 6M | +18.7% | -9.5% | +28.2% | +18.4% |
| YTD | +21.1% | +21.8% | -0.8% | +20.0% |
| All | +24.3% | +84.7% | -60.4% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling