-48.3%
NIO vs IAG
+439.1%
-487.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.8% | -5.2% | -0.3% |
| 7D | +6.9% | +24.0% | -17.1% | +3.4% |
| 30D | -4.7% | +5.5% | -10.3% | -5.7% |
| 3M | -28.1% | +8.3% | -36.4% | -29.2% |
| 6M | -41.7% | +6.1% | -47.8% | -42.9% |
| YTD | -33.1% | +20.3% | -53.5% | -36.6% |
| 1Y | -50.3% | +56.5% | -106.8% | -54.9% |
| 3Y | -54.4% | +762.6% | -817.0% | -70.1% |
| 5Y | -91.6% | +546.3% | -637.9% | -94.6% |
| All | -48.3% | +439.1% | -487.5% | -69.2% |
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 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