+418.8%
MTB vs IAG
+377.5%
+41.3%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | 0.0% |
| 7D | +1.7% | -0.5% | +2.3% | +1.7% |
| 30D | -4.2% | +28.9% | -33.1% | -5.0% |
| 3M | +8.9% | +19.1% | -10.3% | +8.1% |
| 6M | +10.9% | -10.3% | +21.1% | +10.9% |
| YTD | +21.5% | +24.2% | -2.7% | +20.1% |
| 1Y | +21.9% | +116.5% | -94.6% | +18.2% |
| 3Y | +109.2% | +742.8% | -633.6% | +92.2% |
| 5Y | +102.0% | +753.3% | -651.4% | +82.7% |
| 10Y | +171.9% | +403.2% | -231.3% | +142.6% |
| All | +418.8% | +377.5% | +41.3% | +328.2% |
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 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