+231.7%
RF vs IAG
+370.6%
-138.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -0.1% |
| 7D | -1.3% | +3.4% | -4.8% | -1.5% |
| 30D | +4.6% | -2.7% | +7.3% | +4.7% |
| 3M | -8.4% | -0.5% | -8.0% | -8.5% |
| 6M | +8.9% | -4.8% | +13.7% | +8.7% |
| YTD | +8.8% | +9.6% | -0.8% | +7.9% |
| 1Y | +18.9% | +32.2% | -13.3% | +17.1% |
| 3Y | +116.0% | +692.5% | -576.6% | +97.5% |
| 5Y | +46.0% | +447.6% | -401.5% | +32.0% |
| 10Y | +231.7% | +403.3% | -171.6% | +198.9% |
| All | +231.7% | +370.6% | -138.8% | +198.9% |
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