+255.6%
MXL vs IAG
+52.2%
+203.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.8% | +7.8% | +6.2% |
| 7D | +15.5% | +4.3% | +11.2% | +14.9% |
| 30D | -11.3% | +9.8% | -21.1% | -12.4% |
| 3M | -16.1% | +28.9% | -45.0% | -18.6% |
| 6M | +323.0% | -7.6% | +330.6% | +323.6% |
| YTD | +281.5% | +22.0% | +259.6% | +268.9% |
| 1Y | +319.3% | +99.5% | +219.8% | +284.3% |
| 3Y | +189.4% | +818.3% | -628.9% | +121.3% |
| 5Y | +26.0% | +785.9% | -759.9% | -6.5% |
| 10Y | +243.5% | +381.1% | -137.6% | +155.7% |
| All | +255.6% | +52.2% | +203.4% | +204.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling