-44.9%
S vs IAG
+536.4%
-581.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.7% | +6.3% | +0.4% |
| 7D | +1.4% | +16.8% | -15.5% | -0.6% |
| 30D | -10.8% | -1.5% | -9.3% | -10.8% |
| 3M | +5.4% | +0.5% | +4.9% | +4.7% |
| 6M | +41.2% | -1.0% | +42.2% | +39.6% |
| YTD | +56.2% | +12.3% | +43.9% | +48.9% |
| 1Y | +36.3% | +39.2% | -2.9% | +25.3% |
| 3Y | +49.4% | +712.3% | -662.9% | -1.3% |
| 5Y | -66.9% | +484.2% | -551.1% | -78.9% |
| All | -44.9% | +536.4% | -581.3% | -65.5% |
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