+17.4%
RF vs IAG
+32.7%
-15.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +4.6% |
| 3M | -8.4% | -0.5% | -8.0% | -8.5% |
| 6M | +8.9% | -4.8% | +13.7% | +9.0% |
| YTD | +8.8% | +9.6% | -0.8% | +7.0% |
| All | +17.4% | +32.7% | -15.3% | +12.9% |
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 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