+2,041.8%
ON vs IAG
+331.8%
+1,710.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.7% | +7.4% | +1.6% |
| 7D | -4.1% | +16.8% | -21.0% | -6.1% |
| 30D | -10.2% | -1.5% | -8.7% | -10.2% |
| 3M | -12.7% | +0.5% | -13.2% | -13.1% |
| 6M | -32.5% | -1.0% | -31.6% | -32.8% |
| YTD | +28.6% | +12.3% | +16.2% | +25.0% |
| 1Y | +43.4% | +39.2% | +4.2% | +35.8% |
| 3Y | +3.3% | +712.3% | -709.0% | -23.8% |
| 5Y | +22.5% | +484.2% | -461.7% | -10.1% |
| 10Y | +535.7% | +382.3% | +153.4% | +340.1% |
| All | +2,041.8% | +331.8% | +1,710.1% | +949.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling