+559.3%
ROKU vs IAG
+218.1%
+341.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | -0.4% | -1.1% | +0.7% | -0.3% |
| 30D | +2.1% | +12.1% | -10.1% | +0.8% |
| 3M | +29.5% | +25.5% | +4.0% | +26.2% |
| 6M | +53.8% | -7.1% | +60.9% | +53.6% |
| YTD | +42.8% | +22.9% | +19.9% | +39.0% |
| 1Y | +60.7% | +83.3% | -22.6% | +51.0% |
| 3Y | +83.9% | +808.5% | -724.6% | +49.5% |
| 5Y | -52.8% | +838.0% | -890.8% | -62.5% |
| All | +559.3% | +218.1% | +341.2% | +346.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling