+91.7%
USB vs IAG
+365.5%
-273.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.2% | -7.7% | -0.7% |
| 7D | 0.0% | +21.4% | -21.4% | -0.4% |
| 30D | +5.8% | +4.0% | +1.8% | +5.7% |
| 3M | -6.0% | +17.0% | -23.0% | -6.4% |
| 6M | +7.8% | +1.4% | +6.4% | +7.5% |
| YTD | +14.6% | +13.8% | +0.8% | +13.9% |
| 1Y | +31.8% | +55.8% | -24.0% | +30.2% |
| 3Y | +91.5% | +647.4% | -555.9% | +82.9% |
| 5Y | +22.0% | +519.1% | -497.1% | +15.1% |
| All | +91.7% | +365.5% | -273.8% | +84.2% |
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 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