+3.7%
U vs IAG
+119.5%
-115.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.4% |
| 7D | -3.8% | -0.5% | -3.3% | -3.7% |
| 30D | +17.5% | +28.9% | -11.4% | +9.2% |
| 3M | +38.7% | +19.1% | +19.6% | +30.8% |
| 6M | +104.4% | -10.3% | +114.7% | +105.8% |
| YTD | -5.7% | +24.2% | -29.9% | -13.2% |
| 1Y | +3.7% | +116.5% | -112.8% | -19.6% |
| All | +3.7% | +119.5% | -115.8% | -19.6% |
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 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