+53.8%
NDAQ vs IAG
+766.8%
-713.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.8% |
| 7D | -2.6% | +4.3% | -6.8% | -2.8% |
| 30D | +0.5% | +9.8% | -9.3% | -0.1% |
| 3M | +9.9% | +28.9% | -19.0% | +8.2% |
| 6M | +8.2% | -7.6% | +15.8% | +8.2% |
| YTD | -1.5% | +22.0% | -23.4% | -3.4% |
| 1Y | +1.3% | +99.5% | -98.2% | -4.1% |
| 3Y | +92.6% | +818.3% | -725.7% | +62.0% |
| 5Y | +53.8% | +785.9% | -732.1% | +28.9% |
| All | +53.8% | +766.8% | -713.0% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling