+50.9%
O vs IAG
+423.2%
-372.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.8% |
| 7D | -3.5% | -4.1% | +0.5% | -3.3% |
| 30D | -3.3% | +10.6% | -14.0% | -4.0% |
| 3M | -2.8% | +35.4% | -38.2% | -5.1% |
| 6M | -5.8% | -9.5% | +3.8% | -5.7% |
| YTD | +9.4% | +21.8% | -12.4% | +6.8% |
| 1Y | +5.7% | +84.1% | -78.5% | -0.1% |
| 3Y | +27.2% | +817.4% | -790.1% | +4.9% |
| 5Y | +17.2% | +830.1% | -812.9% | -6.1% |
| All | +50.9% | +423.2% | -372.3% | +18.9% |
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 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