+25.1%
RF vs IAG
+56.5%
-31.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +10.2% | -8.7% | +1.0% |
| 7D | +2.3% | +1.1% | +1.2% | +2.1% |
| 30D | +7.2% | -5.3% | +12.5% | +7.4% |
| 3M | -8.2% | +18.0% | -26.3% | -9.0% |
| 6M | +7.0% | +7.1% | -0.1% | +6.4% |
| YTD | +10.3% | +5.9% | +4.3% | +8.4% |
| 1Y | +25.1% | +59.4% | -34.3% | +16.0% |
| All | +25.1% | +56.5% | -31.5% | +16.0% |
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 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