-42.4%
NIO vs IAG
+456.5%
-498.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.2% |
| 7D | -13.0% | -0.5% | -12.5% | -13.0% |
| 30D | -18.3% | +28.9% | -47.2% | -21.5% |
| 3M | -33.2% | +19.1% | -52.4% | -35.4% |
| 6M | -21.5% | -10.3% | -11.2% | -21.2% |
| YTD | -25.5% | +24.2% | -49.7% | -29.5% |
| 1Y | -38.0% | +116.5% | -154.5% | -46.7% |
| 3Y | -65.5% | +742.8% | -808.3% | -77.3% |
| 5Y | -90.6% | +753.3% | -843.9% | -94.2% |
| All | -42.4% | +456.5% | -498.9% | -65.8% |
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