+489.4%
NDAQ vs IAG
+384.2%
+105.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.1% | +4.2% | -0.7% |
| 7D | +1.7% | -2.1% | +3.8% | +1.8% |
| 30D | +16.2% | -6.2% | +22.4% | +16.4% |
| 3M | +14.0% | -5.1% | +19.1% | +14.0% |
| 6M | +22.3% | -10.0% | +32.2% | +22.4% |
| YTD | +13.0% | +3.9% | +9.1% | +11.8% |
| 1Y | +24.0% | +18.9% | +5.1% | +21.8% |
| 3Y | +117.1% | +651.8% | -534.7% | +91.7% |
| 5Y | +67.5% | +416.3% | -348.7% | +46.4% |
| All | +489.4% | +384.2% | +105.3% | +412.8% |
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 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