+8.1%
S vs IAG
+102.4%
-94.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.1% | +0.1% |
| 7D | -1.2% | +1.7% | -2.9% | -1.2% |
| 30D | -12.6% | +11.4% | -24.0% | -12.4% |
| 3M | +27.6% | +33.0% | -5.5% | +27.6% |
| 6M | +35.5% | -6.0% | +41.5% | +36.5% |
| YTD | +29.6% | +24.6% | +5.0% | +28.0% |
| 1Y | +8.1% | +105.0% | -96.9% | -3.1% |
| All | +8.1% | +102.4% | -94.2% | -3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling