+18.5%
NOK vs IAG
+368.9%
-350.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.8% | +8.0% | +6.4% |
| 7D | +7.3% | +4.3% | +3.0% | +6.7% |
| 30D | +13.8% | +9.8% | +4.0% | +12.5% |
| 3M | -27.0% | +28.9% | -55.9% | -29.1% |
| 6M | +37.6% | -7.6% | +45.2% | +37.6% |
| YTD | +64.6% | +22.0% | +42.7% | +59.5% |
| 1Y | +132.0% | +99.5% | +32.5% | +113.3% |
| 3Y | +183.7% | +818.3% | -634.6% | +118.2% |
| 5Y | +101.3% | +785.9% | -684.6% | +49.8% |
| 10Y | +122.4% | +381.1% | -258.7% | +62.4% |
| All | +18.5% | +368.9% | -350.4% | -28.2% |
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