-53.2%
S vs IAG
+603.8%
-657.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.7% |
| 7D | -7.7% | -0.5% | -7.2% | -7.7% |
| 30D | -5.3% | +28.9% | -34.2% | -8.7% |
| 3M | +20.3% | +19.1% | +1.1% | +16.8% |
| 6M | +47.4% | -10.3% | +57.6% | +47.5% |
| YTD | +32.5% | +24.2% | +8.3% | +25.2% |
| 1Y | +9.5% | +116.5% | -107.0% | -6.2% |
| 3Y | +15.5% | +742.8% | -727.3% | -23.9% |
| 5Y | -71.2% | +753.3% | -824.5% | -81.9% |
| All | -53.2% | +603.8% | -657.0% | -71.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling