+21.3%
NOK vs IAG
+56.5%
-35.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +10.2% | -12.8% | -4.8% |
| 7D | -10.4% | +1.1% | -11.5% | -10.7% |
| 30D | -19.0% | -5.3% | -13.8% | -18.0% |
| 3M | -16.7% | +18.0% | -34.8% | -19.6% |
| 6M | -37.1% | +7.1% | -44.3% | -38.2% |
| YTD | +27.7% | +5.9% | +21.7% | +25.1% |
| 1Y | +21.3% | +59.4% | -38.1% | +5.7% |
| All | +21.3% | +56.5% | -35.2% | +5.7% |
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 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