+523.3%
ON vs IAG
+389.3%
+134.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -3.7% |
| 7D | +12.2% | -7.7% | +19.9% | +13.3% |
| 30D | -3.1% | +1.6% | -4.7% | -3.5% |
| 3M | -12.9% | -2.4% | -10.5% | -12.9% |
| 6M | -38.6% | -7.8% | -30.8% | -38.4% |
| YTD | +31.2% | +5.0% | +26.2% | +28.9% |
| 1Y | +47.6% | +25.7% | +22.0% | +42.3% |
| 3Y | +6.6% | +694.5% | -687.9% | -17.9% |
| 5Y | +21.3% | +421.7% | -400.4% | -7.9% |
| All | +523.3% | +389.3% | +134.1% | +392.2% |
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