+499.2%
NOW vs IAG
+365.5%
+133.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.2% | -7.6% | -0.9% |
| 7D | -3.0% | +21.4% | -24.4% | -4.3% |
| 30D | -26.0% | +4.0% | -30.1% | -26.3% |
| 3M | -13.1% | +17.0% | -30.1% | -14.2% |
| 6M | +14.5% | +1.4% | +13.1% | +13.8% |
| YTD | -33.4% | +13.8% | -47.2% | -34.9% |
| 1Y | -40.6% | +55.8% | -96.4% | -43.3% |
| 3Y | -16.3% | +647.4% | -663.7% | -30.3% |
| 5Y | -26.3% | +519.1% | -545.5% | -40.0% |
| All | +499.2% | +365.5% | +133.7% | +379.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling