+579.9%
ON vs IAG
+434.9%
+145.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.3% | -0.4% |
| 7D | -1.9% | +1.7% | -3.6% | -2.1% |
| 30D | -11.0% | +11.4% | -22.5% | -12.2% |
| 3M | -39.3% | +33.0% | -72.4% | -41.4% |
| 6M | +19.8% | -6.0% | +25.8% | +19.6% |
| YTD | +31.1% | +24.6% | +6.5% | +26.6% |
| 1Y | +46.0% | +105.0% | -59.0% | +33.9% |
| 3Y | -27.5% | +837.9% | -865.4% | -45.0% |
| 5Y | +56.9% | +817.0% | -760.1% | +13.6% |
| All | +579.9% | +434.9% | +145.0% | +421.9% |
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