-47.8%
S vs IAG
+495.2%
-543.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.5% |
| 7D | +2.0% | -7.7% | +9.7% | +3.0% |
| 30D | -2.7% | +1.6% | -4.3% | -3.1% |
| 3M | -6.9% | -2.4% | -4.5% | -7.2% |
| 6M | +38.1% | -7.8% | +45.9% | +37.8% |
| YTD | +48.0% | +5.0% | +43.0% | +42.3% |
| 1Y | +34.5% | +25.7% | +8.8% | +25.4% |
| 3Y | +38.3% | +694.5% | -656.2% | -8.5% |
| 5Y | -70.9% | +421.7% | -492.6% | -81.3% |
| All | -47.8% | +495.2% | -543.0% | -67.0% |
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