-44.7%
S vs IAG
+581.8%
-626.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +5.8% | +2.3% | +7.3% |
| 7D | +1.6% | +24.0% | -22.4% | -1.1% |
| 30D | -10.5% | +5.5% | -16.0% | -11.2% |
| 3M | +9.9% | +8.3% | +1.6% | +8.2% |
| 6M | +41.8% | +6.1% | +35.7% | +39.0% |
| YTD | +56.8% | +20.3% | +36.5% | +48.2% |
| 1Y | +39.0% | +56.5% | -17.5% | +25.7% |
| 3Y | +53.8% | +762.6% | -708.8% | +0.9% |
| 5Y | -68.6% | +546.3% | -614.8% | -80.2% |
| All | -44.7% | +581.8% | -626.4% | -65.6% |
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