+378.3%
MTB vs IAG
+303.8%
+74.5%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.4% | +0.6% |
| 7D | +1.5% | -7.7% | +9.2% | +1.8% |
| 30D | +2.3% | +1.6% | +0.8% | +2.2% |
| 3M | -12.1% | -2.4% | -9.7% | -12.2% |
| 6M | +9.8% | -7.8% | +17.6% | +9.8% |
| YTD | +12.0% | +5.0% | +7.0% | +11.2% |
| 1Y | +22.0% | +25.7% | -3.7% | +20.4% |
| 3Y | +107.6% | +694.5% | -586.9% | +91.0% |
| 5Y | +61.9% | +421.7% | -359.8% | +48.7% |
| 10Y | +116.3% | +382.5% | -266.1% | +93.3% |
| All | +378.3% | +303.8% | +74.5% | +296.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling