+107.0%
MTB vs IAG
+817.0%
-710.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.2% |
| 7D | +1.1% | +1.7% | -0.6% | +1.0% |
| 30D | -4.6% | +11.4% | -16.1% | -4.9% |
| 3M | +6.3% | +33.0% | -26.8% | +5.5% |
| 6M | +15.6% | -6.0% | +21.6% | +15.5% |
| YTD | +20.6% | +24.6% | -4.0% | +19.5% |
| 1Y | +22.5% | +105.0% | -82.5% | +19.9% |
| All | +107.0% | +817.0% | -710.0% | +80.8% |
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