-21.6%
Q vs IAG
+5.8%
-27.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +7.2% | -0.9% | +3.7% |
| 7D | +0.3% | +21.4% | -21.1% | -6.8% |
| 30D | -9.8% | +4.0% | -13.9% | -11.3% |
| 3M | -12.2% | +17.0% | -29.2% | -18.6% |
| 6M | -21.6% | +1.4% | -23.0% | -22.2% |
| All | -21.6% | +5.8% | -27.4% | -22.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling