+58.5%
ON vs IAG
+766.8%
-708.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.6% | -4.2% |
| 7D | -2.2% | +4.3% | -6.4% | -2.7% |
| 30D | -12.4% | +9.8% | -22.2% | -13.7% |
| 3M | -41.2% | +28.9% | -70.1% | -43.3% |
| 6M | +25.0% | -7.6% | +32.6% | +24.6% |
| YTD | +31.3% | +22.0% | +9.3% | +26.4% |
| 1Y | +45.4% | +99.5% | -54.1% | +32.5% |
| 3Y | -27.4% | +818.3% | -845.7% | -47.0% |
| 5Y | +58.5% | +785.9% | -727.4% | +5.4% |
| All | +58.5% | +766.8% | -708.3% | +5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling