+107.6%
MTB vs IAG
+663.0%
-555.4%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.4% | +0.6% |
| 7D | +1.5% | -7.7% | +9.2% | +1.7% |
| 30D | +2.3% | +1.6% | +0.8% | +2.3% |
| 3M | -12.1% | -2.4% | -9.7% | -12.1% |
| 6M | +9.8% | -7.8% | +17.6% | +9.8% |
| YTD | +12.0% | +5.0% | +7.0% | +11.5% |
| 1Y | +22.0% | +25.7% | -3.7% | +21.1% |
| 3Y | +107.6% | +694.5% | -586.9% | +84.6% |
| All | +107.6% | +663.0% | -555.4% | +84.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling