+3.4%
NI vs IAG
+84.7%
-81.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.5% |
| 7D | -0.6% | -4.1% | +3.5% | -0.5% |
| 30D | -1.4% | +10.6% | -12.0% | -1.7% |
| 3M | -10.6% | +35.4% | -46.0% | -11.6% |
| 6M | -9.9% | -9.5% | -0.4% | -9.3% |
| YTD | +1.2% | +21.8% | -20.7% | -0.7% |
| All | +3.4% | +84.7% | -81.2% | -6.8% |
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