+32.8%
MXL vs IAG
+796.9%
-764.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | -2.6% |
| 7D | +16.6% | -4.1% | +20.7% | +17.5% |
| 30D | +0.5% | +10.6% | -10.2% | -1.4% |
| 3M | -3.6% | +35.4% | -39.0% | -8.5% |
| 6M | +328.0% | -9.5% | +337.6% | +328.5% |
| YTD | +297.8% | +21.8% | +276.0% | +277.9% |
| 1Y | +339.4% | +84.1% | +255.3% | +292.1% |
| 3Y | +201.7% | +817.4% | -615.6% | +109.6% |
| 5Y | +32.8% | +830.1% | -797.3% | -12.8% |
| All | +32.8% | +796.9% | -764.1% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling