-26.6%
U vs IAG
+303.3%
-329.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.1% | +6.2% | +2.1% |
| 7D | +2.8% | -2.1% | +4.9% | +3.2% |
| 30D | +7.6% | -6.2% | +13.8% | +8.8% |
| 3M | +12.7% | -5.1% | +17.8% | +13.3% |
| 6M | +87.0% | -10.0% | +96.9% | +88.5% |
| YTD | +13.6% | +3.9% | +9.7% | +10.5% |
| 1Y | +25.3% | +18.9% | +6.4% | +18.7% |
| 3Y | +85.8% | +651.8% | -566.0% | +22.7% |
| 5Y | -74.5% | +416.3% | -490.7% | -83.8% |
| All | -26.6% | +303.3% | -329.9% | -52.3% |
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