+1,449.6%
NET vs IAG
+515.0%
+934.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.7% |
| 7D | -7.0% | -0.5% | -6.4% | -6.9% |
| 30D | -4.8% | +28.9% | -33.7% | -8.1% |
| 3M | +3.8% | +19.1% | -15.3% | +0.9% |
| 6M | +50.0% | -10.3% | +60.3% | +50.1% |
| YTD | +41.5% | +24.2% | +17.3% | +34.5% |
| 1Y | +32.8% | +116.5% | -83.7% | +16.5% |
| 3Y | +335.9% | +742.8% | -406.9% | +210.2% |
| 5Y | +113.8% | +753.3% | -639.5% | +46.2% |
| All | +1,449.6% | +515.0% | +934.5% | +969.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling