-9.8%
UL vs IAG
+94.1%
-103.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.3% |
| 7D | -4.1% | -4.1% | 0.0% | -4.0% |
| 30D | -1.2% | +10.6% | -11.8% | -1.4% |
| 3M | +6.0% | +35.4% | -29.4% | +5.2% |
| 6M | -5.5% | -9.5% | +4.1% | -4.7% |
| YTD | -3.3% | +21.8% | -25.2% | -3.5% |
| 1Y | -9.8% | +84.1% | -93.9% | -10.2% |
| All | -9.8% | +94.1% | -103.9% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling