+140.9%
NOK vs IAG
+86.2%
+54.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +4.7% |
| 7D | +11.0% | -1.1% | +12.0% | +11.1% |
| 30D | +7.8% | +12.1% | -4.3% | +5.6% |
| 3M | -21.0% | +25.5% | -46.5% | -24.7% |
| 6M | +40.9% | -7.1% | +48.0% | +38.6% |
| YTD | +72.0% | +22.9% | +49.2% | +65.1% |
| 1Y | +140.9% | +83.3% | +57.6% | +126.4% |
| All | +140.9% | +86.2% | +54.7% | +126.4% |
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