+26.7%
Q vs IAG
+77.3%
-50.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +2.3% |
| 7D | +0.2% | -0.5% | +0.8% | +0.3% |
| 30D | -11.1% | +28.9% | -40.0% | -18.3% |
| 3M | -22.1% | +19.1% | -41.3% | -27.1% |
| 6M | +0.5% | -10.3% | +10.7% | -0.5% |
| YTD | +47.8% | +24.2% | +23.6% | +41.9% |
| All | +26.7% | +77.3% | -50.6% | +17.2% |
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 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