+10.2%
O vs IAG
+461.2%
-451.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.2% |
| 7D | +0.6% | +3.4% | -2.8% | +0.3% |
| 30D | +9.4% | -2.7% | +12.1% | +9.4% |
| 3M | -2.4% | -0.5% | -1.9% | -2.6% |
| 6M | -1.9% | -4.8% | +3.0% | -2.1% |
| YTD | +10.5% | +9.6% | +0.9% | +8.3% |
| 1Y | +10.0% | +32.2% | -22.2% | +6.2% |
| 3Y | +40.5% | +692.5% | -652.1% | +14.4% |
| 5Y | +10.2% | +447.6% | -437.4% | -9.2% |
| All | +10.2% | +461.2% | -451.0% | -9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling