+1,761.4%
MULL vs IAG
+84.7%
+1,676.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.2% | -7.2% | -7.6% |
| 7D | +3.6% | -4.1% | +7.7% | +7.1% |
| 30D | +22.0% | +10.6% | +11.4% | +11.2% |
| 3M | -8.6% | +35.4% | -44.0% | -28.4% |
| 6M | +248.5% | -9.5% | +258.1% | +254.2% |
| YTD | +516.3% | +21.8% | +494.5% | +402.1% |
| All | +1,761.4% | +84.7% | +1,676.8% | +916.3% |
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