+45.8%
ON vs IAG
+94.1%
-48.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.0% | -0.6% |
| 7D | -4.7% | -4.1% | -0.7% | -3.8% |
| 30D | -13.5% | +10.6% | -24.1% | -15.9% |
| 3M | -36.3% | +35.4% | -71.7% | -41.3% |
| 6M | +17.8% | -9.5% | +27.3% | +15.6% |
| YTD | +29.6% | +21.8% | +7.8% | +19.8% |
| 1Y | +45.8% | +84.1% | -38.4% | +19.1% |
| All | +45.8% | +94.1% | -48.3% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling