+550.6%
ROKU vs IAG
+222.4%
+328.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -1.8% |
| 7D | -3.0% | +1.7% | -4.7% | -3.2% |
| 30D | +0.7% | +11.4% | -10.8% | -0.5% |
| 3M | +26.5% | +33.0% | -6.6% | +22.5% |
| 6M | +52.6% | -6.0% | +58.6% | +52.2% |
| YTD | +40.9% | +24.6% | +16.4% | +37.0% |
| 1Y | +57.6% | +105.0% | -47.3% | +46.7% |
| 3Y | +83.2% | +837.9% | -754.7% | +48.6% |
| 5Y | -54.8% | +817.0% | -871.8% | -64.1% |
| All | +550.6% | +222.4% | +328.2% | +340.4% |
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