+290.6%
OMC vs IAG
+372.4%
-81.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.6% |
| 7D | -4.4% | -1.1% | -3.3% | -4.3% |
| 30D | -7.6% | +12.1% | -19.7% | -8.2% |
| 3M | +4.5% | +25.5% | -21.0% | +3.1% |
| 6M | -0.3% | -7.1% | +6.9% | -0.4% |
| YTD | -0.1% | +22.9% | -23.0% | -1.9% |
| 1Y | +4.6% | +83.3% | -78.7% | +0.4% |
| 3Y | +10.5% | +808.5% | -798.1% | -4.3% |
| 5Y | +31.7% | +838.0% | -806.2% | +11.4% |
| 10Y | +33.5% | +418.2% | -384.7% | +11.6% |
| All | +290.6% | +372.4% | -81.8% | +201.4% |
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