+29.7%
Q vs IAG
+74.1%
-44.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.8% | +4.1% | +2.9% |
| 7D | +6.7% | +4.3% | +2.5% | +5.3% |
| 30D | -10.6% | +9.8% | -20.4% | -13.4% |
| 3M | -14.6% | +28.9% | -43.5% | -22.1% |
| 6M | +12.1% | -7.6% | +19.6% | +10.4% |
| YTD | +51.3% | +22.0% | +29.3% | +45.9% |
| All | +29.7% | +74.1% | -44.4% | +20.6% |
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