+39.1%
O vs IAG
+663.0%
-623.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | -0.4% | -7.7% | +7.3% | 0.0% |
| 30D | +7.1% | +1.6% | +5.5% | +6.9% |
| 3M | -5.2% | -2.4% | -2.8% | -5.3% |
| 6M | -1.8% | -7.8% | +6.1% | -1.7% |
| YTD | +9.1% | +5.0% | +4.0% | +7.5% |
| 1Y | +9.7% | +25.7% | -16.0% | +6.6% |
| 3Y | +39.1% | +694.5% | -655.4% | +8.7% |
| All | +39.1% | +663.0% | -623.9% | +8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling