-68.0%
U vs IAG
+766.8%
-834.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +3.0% |
| 7D | +4.5% | +4.3% | +0.2% | +3.5% |
| 30D | -0.6% | +9.8% | -10.4% | -2.8% |
| 3M | +48.4% | +28.9% | +19.5% | +39.6% |
| 6M | +115.4% | -7.6% | +122.9% | +115.1% |
| YTD | -3.2% | +22.0% | -25.2% | -9.0% |
| 1Y | -6.0% | +99.5% | -105.5% | -20.6% |
| 3Y | +13.5% | +818.3% | -804.8% | -31.0% |
| 5Y | -68.0% | +785.9% | -853.9% | -80.1% |
| All | -68.0% | +766.8% | -834.8% | -80.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling