+21.2%
RF vs IAG
+55.8%
-34.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.2% | -7.6% | -0.7% |
| 7D | -0.9% | +21.4% | -22.3% | -1.8% |
| 30D | +6.0% | +4.0% | +2.0% | +5.7% |
| 3M | -8.9% | +17.0% | -25.9% | -9.6% |
| 6M | +2.3% | +1.4% | +0.9% | +2.1% |
| YTD | +7.6% | +13.8% | -6.2% | +5.3% |
| 1Y | +21.2% | +55.8% | -34.7% | +12.8% |
| All | +21.2% | +55.8% | -34.7% | +12.8% |
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 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