+63.3%
UL vs IAG
+423.2%
-359.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.2% |
| 7D | -4.1% | -4.1% | 0.0% | -3.8% |
| 30D | -1.2% | +10.6% | -11.8% | -1.9% |
| 3M | +6.0% | +35.4% | -29.4% | +3.7% |
| 6M | -5.5% | -9.5% | +4.1% | -5.4% |
| YTD | -3.3% | +21.8% | -25.2% | -5.4% |
| 1Y | -9.8% | +84.1% | -93.9% | -14.3% |
| 3Y | +20.1% | +817.4% | -797.2% | +0.8% |
| 5Y | +19.2% | +830.1% | -810.9% | -2.7% |
| All | +63.3% | +423.2% | -359.8% | +33.6% |
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 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