-39.0%
U vs IAG
+381.9%
-420.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.6% |
| 7D | -3.8% | -0.5% | -3.3% | -3.7% |
| 30D | +17.5% | +28.9% | -11.4% | +11.4% |
| 3M | +38.7% | +19.1% | +19.6% | +33.0% |
| 6M | +104.4% | -10.3% | +114.7% | +105.2% |
| YTD | -5.7% | +24.2% | -29.9% | -11.2% |
| 1Y | +3.7% | +116.5% | -112.8% | -12.4% |
| 3Y | +12.3% | +742.8% | -730.5% | -27.6% |
| 5Y | -68.8% | +753.3% | -822.2% | -81.2% |
| All | -39.0% | +381.9% | -420.9% | -61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling