+363.0%
NDAQ vs IAG
+427.6%
-64.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.6% |
| 7D | -5.6% | -1.1% | -4.5% | -5.5% |
| 30D | -4.4% | +12.1% | -16.5% | -4.9% |
| 3M | +5.9% | +25.5% | -19.7% | +4.6% |
| 6M | +7.7% | -7.1% | +14.8% | +7.7% |
| YTD | -5.2% | +22.9% | -28.0% | -6.8% |
| 1Y | -3.4% | +83.3% | -86.7% | -7.1% |
| 3Y | +85.6% | +808.5% | -722.9% | +62.9% |
| 5Y | +49.5% | +838.0% | -788.5% | +28.1% |
| All | +363.0% | +427.6% | -64.6% | +299.6% |
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 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