+108.3%
RF vs IAG
+337.4%
-229.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.8% |
| 3M | -8.9% | +17.0% | -25.9% | -9.7% |
| 6M | +2.3% | +1.4% | +0.9% | +1.9% |
| YTD | +7.6% | +13.8% | -6.2% | +6.1% |
| 1Y | +21.2% | +55.8% | -34.7% | +17.8% |
| 3Y | +108.5% | +647.4% | -538.9% | +85.8% |
| 5Y | +43.2% | +519.1% | -475.9% | +26.2% |
| 10Y | +288.1% | +345.6% | -57.5% | +234.7% |
| All | +108.3% | +337.4% | -229.1% | +68.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling