+1,381.0%
NET vs IAG
+424.6%
+956.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +10.2% | -12.8% | -3.9% |
| 7D | -16.4% | +1.1% | -17.5% | -16.5% |
| 30D | -25.8% | -5.3% | -20.6% | -25.4% |
| 3M | -11.5% | +18.0% | -29.6% | -13.9% |
| 6M | +18.9% | +7.1% | +11.8% | +16.6% |
| YTD | +35.2% | +5.9% | +29.3% | +30.9% |
| 1Y | +14.5% | +59.4% | -44.9% | +4.6% |
| 3Y | +313.8% | +571.9% | -258.1% | +202.9% |
| 5Y | +32.6% | +513.0% | -480.4% | -6.3% |
| All | +1,381.0% | +424.6% | +956.4% | +940.4% |
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