+658.1%
UL vs IAG
+303.8%
+354.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.2% |
| 7D | +0.3% | -7.7% | +8.0% | +0.8% |
| 30D | +3.7% | +1.6% | +2.1% | +3.4% |
| 3M | +5.6% | -2.4% | +8.1% | +5.5% |
| 6M | +17.2% | -7.8% | +25.1% | +17.0% |
| YTD | +3.9% | +5.0% | -1.2% | +2.1% |
| 1Y | 0.0% | +25.7% | -25.7% | -3.0% |
| 3Y | +34.8% | +694.5% | -659.7% | +12.2% |
| 5Y | +32.4% | +421.7% | -389.3% | +10.4% |
| 10Y | +105.3% | +382.5% | -277.2% | +63.6% |
| All | +658.1% | +303.8% | +354.3% | +402.1% |
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