+2,581.4%
MULL vs IAG
+299.6%
+2,281.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.1% | +3.3% | +4.0% |
| 7D | +14.8% | +1.7% | +13.1% | +13.3% |
| 30D | +36.6% | +11.4% | +25.1% | +26.1% |
| 3M | -8.9% | +33.0% | -41.9% | -24.0% |
| 6M | +311.9% | -6.0% | +317.9% | +316.3% |
| YTD | +579.8% | +24.6% | +555.3% | +482.0% |
| 1Y | +2,421.5% | +105.0% | +2,316.6% | +1,597.5% |
| All | +2,581.4% | +299.6% | +2,281.8% | +1,024.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling