+341.8%
RF vs IAG
+379.6%
-37.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | 0.0% |
| 7D | +1.3% | -0.5% | +1.8% | +1.3% |
| 30D | -3.6% | +28.9% | -32.5% | -4.4% |
| 3M | +8.1% | +19.1% | -11.1% | +7.4% |
| 6M | +11.5% | -10.3% | +21.7% | +11.5% |
| YTD | +15.6% | +24.2% | -8.6% | +14.3% |
| 1Y | +15.7% | +116.5% | -100.8% | +12.4% |
| 3Y | +86.9% | +742.8% | -655.9% | +72.0% |
| 5Y | +89.8% | +753.3% | -663.5% | +71.3% |
| All | +341.8% | +379.6% | -37.9% | +297.2% |
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 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