+707.9%
P vs IAG
+326.7%
+381.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.8% | +0.5% | +5.7% |
| 7D | -9.6% | +24.0% | -33.6% | -11.6% |
| 30D | -33.4% | +5.5% | -39.0% | -33.8% |
| 3M | +14.2% | +8.3% | +5.9% | +12.8% |
| 6M | +31.6% | +6.1% | +25.5% | +29.8% |
| YTD | +53.5% | +20.3% | +33.2% | +48.6% |
| 1Y | +14.2% | +56.5% | -42.3% | +7.9% |
| 3Y | +190.5% | +762.6% | -572.1% | +132.5% |
| 5Y | +256.3% | +546.3% | -289.9% | +181.8% |
| 10Y | +707.9% | +356.1% | +351.8% | +512.5% |
| All | +707.9% | +326.7% | +381.2% | +512.5% |
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