+11.2%
P vs IAG
+52.4%
-41.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.8% | +0.5% | +5.2% |
| 7D | -9.6% | +24.0% | -33.6% | -13.2% |
| 30D | -33.4% | +5.5% | -39.0% | -34.1% |
| 3M | +14.2% | +8.3% | +5.9% | +11.7% |
| 6M | +31.6% | +6.1% | +25.5% | +27.2% |
| YTD | +53.5% | +20.3% | +33.2% | +42.3% |
| All | +11.2% | +52.4% | -41.2% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling