+303.5%
MXL vs IAG
+119.5%
+184.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.2% | +7.7% | +6.2% |
| 7D | +1.6% | -0.5% | +2.2% | +1.7% |
| 30D | -7.0% | +28.9% | -35.9% | -14.3% |
| 3M | -33.4% | +19.1% | -52.5% | -37.8% |
| 6M | +260.2% | -10.3% | +270.4% | +257.4% |
| YTD | +260.0% | +24.2% | +235.8% | +216.0% |
| 1Y | +303.5% | +116.5% | +187.0% | +189.4% |
| All | +303.5% | +119.5% | +184.0% | +189.4% |
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