+635.1%
UL vs IAG
+377.5%
+257.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.1% |
| 7D | -1.3% | -0.5% | -0.8% | -1.3% |
| 30D | +0.5% | +28.9% | -28.4% | -1.4% |
| 3M | +17.6% | +19.1% | -1.5% | +15.7% |
| 6M | -5.4% | -10.3% | +4.9% | -5.3% |
| YTD | +0.7% | +24.2% | -23.5% | -1.9% |
| 1Y | -9.3% | +116.5% | -125.7% | -15.3% |
| 3Y | +24.5% | +742.8% | -718.3% | +3.3% |
| 5Y | +23.2% | +753.3% | -730.1% | -0.6% |
| 10Y | +64.5% | +403.2% | -338.7% | +30.6% |
| All | +635.1% | +377.5% | +257.6% | +382.5% |
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