+664.2%
UL vs IAG
+303.8%
+360.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.0% |
| 7D | +1.1% | -7.7% | +8.8% | +1.6% |
| 30D | +4.5% | +1.6% | +2.9% | +4.2% |
| 3M | +6.5% | -2.4% | +8.9% | +6.3% |
| 6M | +18.2% | -7.8% | +26.0% | +17.9% |
| YTD | +4.7% | +5.0% | -0.3% | +2.9% |
| 1Y | +0.8% | +25.7% | -24.9% | -2.3% |
| 3Y | +35.9% | +694.5% | -658.6% | +13.0% |
| 5Y | +33.4% | +421.7% | -388.3% | +11.3% |
| 10Y | +106.9% | +382.5% | -275.5% | +64.9% |
| All | +664.2% | +303.8% | +360.3% | +406.1% |
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 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