+13.7%
O vs IAG
+766.8%
-753.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.3% |
| 7D | -0.6% | +4.3% | -4.8% | -0.8% |
| 30D | -2.0% | +9.8% | -11.7% | -2.6% |
| 3M | +3.0% | +28.9% | -25.9% | +0.9% |
| 6M | -3.6% | -7.6% | +3.9% | -3.7% |
| YTD | +12.1% | +22.0% | -9.9% | +9.3% |
| 1Y | +8.9% | +99.5% | -90.6% | +1.7% |
| 3Y | +30.3% | +818.3% | -787.9% | +4.4% |
| 5Y | +13.7% | +785.9% | -772.2% | -12.7% |
| All | +13.7% | +766.8% | -753.1% | -12.7% |
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 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