+1,208.2%
NI vs IAG
+377.5%
+830.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.5% | -0.5% |
| 7D | +2.0% | -0.5% | +2.6% | +2.0% |
| 30D | -3.5% | +28.9% | -32.4% | -5.3% |
| 3M | -9.1% | +19.1% | -28.3% | -10.5% |
| 6M | -11.8% | -10.3% | -1.6% | -11.8% |
| YTD | +1.1% | +24.2% | -23.1% | -1.5% |
| 1Y | +6.7% | +116.5% | -109.8% | -0.2% |
| 3Y | +71.1% | +742.8% | -671.7% | +43.2% |
| 5Y | +94.3% | +753.3% | -659.0% | +58.6% |
| 10Y | +135.8% | +403.2% | -267.4% | +89.2% |
| All | +1,208.2% | +377.5% | +830.7% | +807.8% |
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 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