+6.6%
O vs IAG
+98.5%
-91.8%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -1.5% |
| 7D | -2.3% | +1.7% | -3.9% | -2.3% |
| 30D | -2.4% | +11.4% | -13.9% | -2.7% |
| 3M | -0.6% | +33.0% | -33.6% | -1.3% |
| 6M | -5.0% | -6.0% | +1.0% | -4.8% |
| YTD | +10.4% | +24.6% | -14.2% | +9.5% |
| All | +6.6% | +98.5% | -91.8% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling