+32.0%
Q vs IAG
+77.8%
-45.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.4% | +1.1% |
| 7D | +6.6% | +1.7% | +4.9% | +6.0% |
| 30D | -6.6% | +11.4% | -18.0% | -9.9% |
| 3M | -13.2% | +33.0% | -46.3% | -21.6% |
| 6M | +9.9% | -6.0% | +15.9% | +7.7% |
| YTD | +53.9% | +24.6% | +29.4% | +47.6% |
| All | +32.0% | +77.8% | -45.8% | +22.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling