+119.8%
NDAQ vs IAG
+708.7%
-588.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.7% | +8.1% | +1.7% |
| 7D | +2.9% | +16.8% | -14.0% | +2.1% |
| 30D | +17.5% | -1.5% | +19.0% | +17.4% |
| 3M | +15.4% | +0.5% | +15.0% | +15.2% |
| 6M | +24.6% | -1.0% | +25.6% | +24.2% |
| YTD | +14.4% | +12.3% | +2.1% | +12.7% |
| 1Y | +26.9% | +39.2% | -12.3% | +23.2% |
| 3Y | +119.8% | +712.3% | -592.5% | +80.0% |
| All | +119.8% | +708.7% | -588.9% | +80.0% |
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