-38.4%
U vs IAG
+372.7%
-411.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.7% |
| 7D | 0.0% | -4.1% | +4.0% | +0.8% |
| 30D | -4.1% | +10.6% | -14.7% | -6.3% |
| 3M | +57.8% | +35.4% | +22.4% | +47.6% |
| 6M | +103.5% | -9.5% | +113.1% | +104.1% |
| YTD | -4.8% | +21.8% | -26.6% | -10.0% |
| 1Y | -2.4% | +84.1% | -86.5% | -15.1% |
| 3Y | +11.7% | +817.4% | -805.7% | -28.8% |
| 5Y | -68.9% | +830.1% | -899.0% | -81.3% |
| All | -38.4% | +372.7% | -411.2% | -61.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling