+272.5%
RF vs IAG
+365.5%
-93.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.2% | -7.6% | -0.6% |
| 7D | -0.9% | +21.4% | -22.3% | -1.5% |
| 30D | +6.0% | +4.0% | +2.0% | +5.8% |
| 3M | -8.9% | +17.0% | -25.9% | -9.4% |
| 6M | +2.3% | +1.4% | +0.9% | +2.0% |
| YTD | +7.6% | +13.8% | -6.2% | +6.6% |
| 1Y | +21.2% | +55.8% | -34.7% | +18.9% |
| 3Y | +108.5% | +647.4% | -538.9% | +92.5% |
| 5Y | +43.2% | +519.1% | -475.9% | +30.1% |
| All | +272.5% | +365.5% | -93.0% | +243.8% |
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