+140.2%
NI vs IAG
+423.2%
-282.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.5% |
| 7D | -0.6% | -4.1% | +3.5% | -0.3% |
| 30D | -1.4% | +10.6% | -12.0% | -2.2% |
| 3M | -10.6% | +35.4% | -46.0% | -12.7% |
| 6M | -9.9% | -9.5% | -0.4% | -9.9% |
| YTD | +1.2% | +21.8% | -20.7% | -1.3% |
| 1Y | +4.4% | +84.1% | -79.7% | -1.4% |
| 3Y | +68.6% | +817.4% | -748.8% | +39.7% |
| 5Y | +98.0% | +830.1% | -732.1% | +59.6% |
| All | +140.2% | +423.2% | -282.9% | +91.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling