+8.5%
NI vs IAG
+56.5%
-48.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +10.2% | -8.7% | +1.3% |
| 7D | +3.9% | +1.1% | +2.8% | +3.9% |
| 30D | +15.3% | -5.3% | +20.5% | +15.3% |
| 3M | +2.4% | +18.0% | -15.6% | +1.9% |
| 6M | -4.5% | +7.1% | -11.6% | -4.8% |
| YTD | +11.4% | +5.9% | +5.4% | +10.0% |
| 1Y | +8.5% | +59.4% | -50.9% | -0.2% |
| All | +8.5% | +56.5% | -48.1% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling