+21.8%
MTUM vs IAG
+86.2%
-64.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.4% | +1.1% |
| 7D | +0.7% | -1.1% | +1.8% | +0.9% |
| 30D | -2.4% | +12.1% | -14.6% | -4.5% |
| 3M | -3.6% | +25.5% | -29.2% | -8.0% |
| 6M | +23.7% | -7.1% | +30.8% | +21.4% |
| YTD | +22.9% | +22.9% | 0.0% | +17.5% |
| 1Y | +21.8% | +83.3% | -61.6% | +11.6% |
| All | +21.8% | +86.2% | -64.5% | +11.6% |
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 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