+302.4%
MXL vs IAG
+427.6%
-125.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.8% | +6.7% | +7.4% |
| 7D | +18.9% | -1.1% | +19.9% | +19.1% |
| 30D | +0.3% | +12.1% | -11.8% | -1.5% |
| 3M | -8.0% | +25.5% | -33.6% | -11.2% |
| 6M | +341.2% | -7.1% | +348.3% | +341.2% |
| YTD | +327.8% | +22.9% | +305.0% | +309.1% |
| 1Y | +364.9% | +83.3% | +281.6% | +320.7% |
| 3Y | +229.2% | +808.5% | -579.3% | +134.7% |
| 5Y | +42.8% | +838.0% | -795.2% | -3.4% |
| All | +302.4% | +427.6% | -125.2% | +179.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling