+284.7%
P vs IAG
+421.7%
-137.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.1% |
| 7D | +11.6% | -7.7% | +19.3% | +12.8% |
| 30D | -23.7% | +1.6% | -25.3% | -24.0% |
| 3M | -8.0% | -2.4% | -5.6% | -8.3% |
| 6M | +27.9% | -7.8% | +35.7% | +27.8% |
| YTD | +61.2% | +5.0% | +56.1% | +56.8% |
| 1Y | +28.6% | +25.7% | +2.9% | +22.2% |
| 3Y | +200.5% | +694.5% | -494.0% | +121.4% |
| All | +284.7% | +421.7% | -137.0% | +212.4% |
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