+92.6%
NDAQ vs IAG
+797.8%
-705.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.8% |
| 7D | -2.6% | +4.3% | -6.8% | -2.7% |
| 30D | +0.5% | +9.8% | -9.3% | +0.1% |
| 3M | +9.9% | +28.9% | -19.0% | +8.6% |
| 6M | +8.2% | -7.6% | +15.8% | +8.3% |
| YTD | -1.5% | +22.0% | -23.4% | -3.0% |
| 1Y | +1.3% | +99.5% | -98.2% | -3.4% |
| 3Y | +92.6% | +818.3% | -725.7% | +65.4% |
| All | +92.6% | +797.8% | -705.2% | +65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling