+206.3%
P vs IAG
+655.1%
-448.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -5.1% | +8.5% | +4.2% |
| 7D | +17.8% | -2.1% | +19.9% | +18.1% |
| 30D | -29.9% | -6.2% | -23.7% | -29.3% |
| 3M | -1.2% | -5.1% | +4.0% | -1.1% |
| 6M | +32.1% | -10.0% | +42.1% | +32.2% |
| YTD | +64.3% | +3.9% | +60.4% | +59.4% |
| 1Y | +24.3% | +18.9% | +5.4% | +17.9% |
| All | +206.3% | +655.1% | -448.7% | +120.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling