+109.1%
RF vs IAG
+308.0%
-199.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.5% |
| 6M | +3.3% | +7.3% | -4.0% | +2.6% |
| YTD | +7.9% | +6.1% | +1.8% | +6.8% |
| 1Y | +21.2% | +46.8% | -25.6% | +18.2% |
| 3Y | +105.8% | +573.1% | -467.3% | +84.3% |
| 5Y | +43.7% | +477.6% | -433.8% | +27.1% |
| 10Y | +289.4% | +315.7% | -26.2% | +236.9% |
| All | +109.1% | +308.0% | -199.0% | +69.6% |
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