+261.5%
RF vs IAG
+326.7%
-65.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.8% | -3.6% | +2.0% |
| 7D | -0.1% | +24.0% | -24.1% | -0.8% |
| 30D | +7.0% | +5.5% | +1.5% | +6.8% |
| 3M | -7.0% | +8.3% | -15.3% | -7.3% |
| 6M | +6.8% | +6.1% | +0.7% | +6.3% |
| YTD | +9.9% | +20.3% | -10.4% | +8.7% |
| 1Y | +21.1% | +56.5% | -35.3% | +18.9% |
| 3Y | +119.6% | +762.6% | -643.0% | +101.9% |
| 5Y | +46.2% | +546.3% | -500.1% | +32.6% |
| 10Y | +261.5% | +356.1% | -94.6% | +228.9% |
| All | +261.5% | +326.7% | -65.2% | +228.9% |
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