+180.8%
NOK vs IAG
+796.9%
-616.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.0% |
| 7D | +8.7% | -4.1% | +12.8% | +9.2% |
| 30D | +12.5% | +10.6% | +1.9% | +11.0% |
| 3M | -20.7% | +35.4% | -56.1% | -23.9% |
| 6M | +36.2% | -9.5% | +45.7% | +35.6% |
| YTD | +64.1% | +21.8% | +42.3% | +58.4% |
| 1Y | +132.4% | +84.1% | +48.2% | +114.8% |
| All | +180.8% | +796.9% | -616.1% | +121.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling