+29.7%
OMC vs IAG
+804.8%
-775.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.1% | -5.6% | -3.6% |
| 7D | -4.2% | +1.7% | -5.9% | -4.3% |
| 30D | -7.5% | +11.4% | -19.0% | -8.0% |
| 3M | +4.6% | +33.0% | -28.4% | +3.2% |
| 6M | -4.8% | -6.0% | +1.2% | -4.9% |
| YTD | -1.0% | +24.6% | -25.6% | -2.5% |
| 1Y | +3.8% | +105.0% | -101.1% | -0.4% |
| 3Y | +10.2% | +837.9% | -827.7% | -5.2% |
| 5Y | +29.7% | +817.0% | -787.2% | +4.1% |
| All | +29.7% | +804.8% | -775.1% | +4.1% |
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 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