+595.4%
MTUM vs IAG
+335.5%
+259.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.9% |
| 7D | +1.2% | -4.1% | +5.3% | +1.5% |
| 30D | -1.7% | +10.6% | -12.3% | -2.3% |
| 3M | -0.5% | +35.4% | -35.8% | -2.2% |
| 6M | +22.3% | -9.5% | +31.9% | +22.3% |
| YTD | +21.4% | +21.8% | -0.5% | +19.5% |
| 1Y | +20.0% | +84.1% | -64.1% | +15.8% |
| 3Y | +113.0% | +817.4% | -704.4% | +91.0% |
| 5Y | +77.3% | +830.1% | -752.8% | +56.8% |
| 10Y | +350.5% | +413.8% | -63.3% | +301.1% |
| All | +595.4% | +335.5% | +259.9% | +522.8% |
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 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