+99.9%
NYT vs IAG
+368.4%
-268.5%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.1% | +0.1% |
| 7D | -0.7% | -4.1% | +3.3% | -0.5% |
| 30D | +4.5% | +10.6% | -6.2% | +3.6% |
| 3M | -8.5% | +35.4% | -43.9% | -10.8% |
| 6M | -15.1% | -9.5% | -5.5% | -15.1% |
| YTD | -3.3% | +21.8% | -25.1% | -5.8% |
| 1Y | +17.0% | +84.1% | -67.1% | +10.1% |
| 3Y | +55.7% | +817.4% | -761.7% | +27.1% |
| 5Y | +38.9% | +830.1% | -791.2% | +10.3% |
| 10Y | +485.3% | +413.8% | +71.5% | +356.1% |
| All | +99.9% | +368.4% | -268.5% | +52.9% |
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