+18.0%
Q vs IAG
+56.5%
-38.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.2% | -10.3% | -3.3% |
| 7D | -3.3% | +1.1% | -4.4% | -3.8% |
| 30D | -9.7% | -5.3% | -4.4% | -8.4% |
| 3M | -16.1% | +18.0% | -34.1% | -21.5% |
| 6M | -15.7% | +7.1% | -22.8% | -18.9% |
| YTD | +45.7% | +5.9% | +39.8% | +44.6% |
| 1Y | +18.0% | +59.4% | -41.4% | +3.5% |
| All | +18.0% | +56.5% | -38.5% | +3.5% |
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