-43.9%
NIO vs IAG
+458.2%
-502.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.1% | -4.5% | -2.7% |
| 7D | -4.1% | +1.7% | -5.8% | -4.4% |
| 30D | -23.2% | +11.4% | -34.7% | -24.6% |
| 3M | -29.9% | +33.0% | -63.0% | -33.3% |
| 6M | -25.1% | -6.0% | -19.1% | -25.4% |
| YTD | -27.5% | +24.6% | -52.0% | -31.4% |
| 1Y | -41.1% | +105.0% | -146.1% | -48.9% |
| 3Y | -63.1% | +837.9% | -901.0% | -76.1% |
| 5Y | -90.4% | +817.0% | -907.3% | -94.1% |
| All | -43.9% | +458.2% | -502.1% | -66.7% |
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