-54.3%
S vs IAG
+591.1%
-645.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -2.0% |
| 7D | -5.8% | +4.3% | -10.1% | -6.4% |
| 30D | -9.2% | +9.8% | -19.0% | -10.5% |
| 3M | +23.4% | +28.9% | -5.5% | +18.6% |
| 6M | +36.9% | -7.6% | +44.5% | +36.5% |
| YTD | +29.5% | +22.0% | +7.6% | +22.7% |
| 1Y | +5.4% | +99.5% | -94.1% | -8.5% |
| 3Y | +14.7% | +818.3% | -803.6% | -25.4% |
| 5Y | -71.5% | +785.9% | -857.4% | -82.1% |
| All | -54.3% | +591.1% | -645.3% | -71.5% |
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 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