-87.4%
OPEN vs IAG
+447.6%
-534.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.4% | +6.6% | +4.7% |
| 7D | -31.1% | +3.4% | -34.5% | -31.9% |
| 30D | -34.7% | -2.7% | -32.0% | -34.7% |
| 3M | -61.9% | -0.5% | -61.4% | -62.0% |
| 6M | -71.9% | -4.8% | -67.0% | -71.9% |
| YTD | -76.6% | +9.6% | -86.2% | -77.7% |
| 1Y | -83.9% | +32.2% | -116.1% | -85.2% |
| 3Y | -34.4% | +692.5% | -726.9% | -60.7% |
| 5Y | -93.9% | +447.6% | -541.5% | -96.3% |
| All | -87.4% | +447.6% | -534.9% | -92.1% |
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 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