-72.2%
OPEN vs IAG
+522.4%
-594.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.4% | -2.7% |
| 7D | -2.9% | +1.7% | -4.6% | -3.3% |
| 30D | -13.8% | +11.4% | -25.2% | -15.9% |
| 3M | -30.9% | +33.0% | -63.9% | -35.4% |
| 6M | -40.9% | -6.0% | -34.9% | -41.1% |
| YTD | -48.5% | +24.6% | -73.1% | -52.0% |
| 1Y | -50.9% | +105.0% | -155.9% | -58.8% |
| 3Y | -20.6% | +837.9% | -858.5% | -54.1% |
| 5Y | -84.2% | +817.0% | -901.1% | -91.5% |
| All | -72.2% | +522.4% | -594.7% | -83.0% |
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