+941.6%
O vs IAG
+377.5%
+564.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.6% |
| 7D | -0.7% | -0.5% | -0.2% | -0.7% |
| 30D | -1.9% | +28.9% | -30.8% | -3.8% |
| 3M | +3.8% | +19.1% | -15.3% | +2.1% |
| 6M | -4.7% | -10.3% | +5.5% | -4.7% |
| YTD | +12.5% | +24.2% | -11.7% | +9.5% |
| 1Y | +10.8% | +116.5% | -105.7% | +3.2% |
| 3Y | +28.8% | +742.8% | -714.0% | +6.2% |
| 5Y | +13.2% | +753.3% | -740.1% | -9.2% |
| 10Y | +53.5% | +403.2% | -349.7% | +21.2% |
| All | +941.6% | +377.5% | +564.2% | +629.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling