-9.4%
T vs IAG
+25.8%
-35.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.1% | +4.8% | -0.6% |
| 7D | +1.6% | -2.1% | +3.7% | +1.6% |
| 30D | -2.9% | -6.2% | +3.3% | -3.2% |
| 3M | -7.5% | -5.1% | -2.4% | -7.6% |
| 6M | -9.9% | -10.0% | +0.1% | -10.0% |
| YTD | -6.4% | +3.9% | -10.4% | -6.8% |
| 1Y | -9.4% | +18.9% | -28.3% | -9.5% |
| All | -9.4% | +25.8% | -35.2% | -9.5% |
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 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