+109.3%
RF vs IAG
+573.1%
-463.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -1.6% | +4.5% | -6.2% | -1.8% |
| 30D | +5.0% | -5.7% | +10.7% | +5.2% |
| 3M | -10.0% | +10.1% | -20.1% | -10.4% |
| 6M | +3.3% | +7.3% | -4.0% | +2.8% |
| YTD | +7.9% | +6.1% | +1.8% | +7.1% |
| 1Y | +21.2% | +46.8% | -25.6% | +19.0% |
| All | +109.3% | +573.1% | -463.8% | +79.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling