+36.3%
S vs IAG
+42.2%
-5.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.7% | +6.3% | -0.4% |
| 7D | +1.4% | +16.8% | -15.5% | +1.7% |
| 30D | -10.8% | -1.5% | -9.3% | -10.8% |
| 3M | +5.4% | +0.5% | +4.9% | +5.5% |
| 6M | +41.2% | -1.0% | +42.2% | +40.8% |
| YTD | +56.2% | +12.3% | +43.9% | +54.3% |
| 1Y | +36.3% | +39.2% | -2.9% | +29.9% |
| All | +36.3% | +42.2% | -5.9% | +29.9% |
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