+546.8%
ON vs IAG
+384.2%
+162.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.1% | +5.3% | +0.8% |
| 7D | +17.0% | -2.1% | +19.1% | +17.2% |
| 30D | -3.9% | -6.2% | +2.3% | -3.3% |
| 3M | -11.5% | -5.1% | -6.4% | -11.2% |
| 6M | -29.2% | -10.0% | -19.2% | -28.7% |
| YTD | +36.2% | +3.9% | +32.2% | +33.9% |
| 1Y | +49.6% | +18.9% | +30.8% | +45.1% |
| 3Y | +9.4% | +651.8% | -642.3% | -15.2% |
| 5Y | +25.8% | +416.3% | -390.4% | -4.3% |
| All | +546.8% | +384.2% | +162.6% | +411.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling