+2,188.6%
ON vs IAG
+377.5%
+1,811.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.3% |
| 7D | +2.4% | -0.5% | +3.0% | +2.5% |
| 30D | -3.3% | +28.9% | -32.2% | -6.5% |
| 3M | -43.6% | +19.1% | -62.7% | -44.9% |
| 6M | +19.0% | -10.3% | +29.2% | +19.6% |
| YTD | +37.4% | +24.2% | +13.2% | +32.1% |
| 1Y | +54.8% | +116.5% | -61.7% | +38.9% |
| 3Y | -25.2% | +742.8% | -768.0% | -45.1% |
| 5Y | +62.7% | +753.3% | -690.6% | +13.9% |
| 10Y | +574.3% | +403.2% | +171.1% | +361.8% |
| All | +2,188.6% | +377.5% | +1,811.1% | +1,009.2% |
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 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