+16.7%
S vs IAG
+790.4%
-773.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.6% |
| 7D | -7.7% | -0.5% | -7.2% | -7.7% |
| 30D | -5.3% | +28.9% | -34.2% | -8.1% |
| 3M | +20.3% | +19.1% | +1.1% | +17.5% |
| 6M | +47.4% | -10.3% | +57.6% | +48.2% |
| YTD | +32.5% | +24.2% | +8.3% | +26.0% |
| 1Y | +9.5% | +116.5% | -107.0% | -5.7% |
| All | +16.7% | +790.4% | -773.8% | -23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling