+10.2%
MTUM vs IAG
+56.5%
-46.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +10.2% | -12.2% | -3.8% |
| 7D | -10.1% | +1.1% | -11.2% | -10.3% |
| 30D | -15.6% | -5.3% | -10.3% | -14.9% |
| 3M | -12.7% | +18.0% | -30.8% | -16.1% |
| 6M | -3.7% | +7.1% | -10.8% | -6.2% |
| YTD | +9.4% | +5.9% | +3.5% | +6.4% |
| 1Y | +10.2% | +59.4% | -49.2% | -2.2% |
| All | +10.2% | +56.5% | -46.3% | -2.2% |
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