+238.6%
P vs IAG
+515.1%
-276.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.2% | -3.7% | +2.6% |
| 7D | -23.8% | +21.4% | -45.2% | -26.0% |
| 30D | -36.6% | +4.0% | -40.7% | -37.0% |
| 3M | +10.9% | +17.0% | -6.2% | +7.7% |
| 6M | +30.0% | +1.4% | +28.6% | +28.3% |
| YTD | +44.4% | +13.8% | +30.6% | +39.1% |
| 1Y | +3.9% | +55.8% | -51.9% | -3.9% |
| 3Y | +176.6% | +647.4% | -470.8% | +105.4% |
| All | +238.6% | +515.1% | -276.4% | +153.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling