+693.5%
P vs IAG
+371.9%
+321.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +1.6% |
| 7D | +6.5% | -0.5% | +7.1% | +6.6% |
| 30D | +18.8% | +28.9% | -10.1% | +15.6% |
| 3M | +26.7% | +19.1% | +7.6% | +24.1% |
| 6M | +62.2% | -10.3% | +72.4% | +62.2% |
| YTD | +48.5% | +24.2% | +24.3% | +43.8% |
| 1Y | +26.4% | +116.5% | -90.1% | +16.3% |
| 3Y | +159.4% | +742.8% | -583.4% | +109.5% |
| 5Y | +275.8% | +753.3% | -477.5% | +195.2% |
| All | +693.5% | +371.9% | +321.7% | +518.8% |
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