+82.9%
ROKU vs IAG
+796.9%
-713.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.1% |
| 7D | -2.6% | -4.1% | +1.4% | -2.1% |
| 30D | +2.1% | +10.6% | -8.5% | +0.4% |
| 3M | +31.8% | +35.4% | -3.6% | +25.0% |
| 6M | +53.3% | -9.5% | +62.8% | +53.4% |
| YTD | +42.1% | +21.8% | +20.2% | +36.6% |
| 1Y | +62.3% | +84.1% | -21.8% | +47.7% |
| All | +82.9% | +796.9% | -713.9% | +31.1% |
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