+92.7%
USB vs IAG
+334.2%
-241.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -1.5% | +4.5% | -6.0% | -1.6% |
| 30D | +4.3% | -5.7% | +10.0% | +4.4% |
| 3M | -6.1% | +10.1% | -16.2% | -6.3% |
| 6M | +9.4% | +7.3% | +2.1% | +9.0% |
| YTD | +15.2% | +6.1% | +9.0% | +14.7% |
| 1Y | +32.8% | +46.8% | -14.1% | +31.4% |
| 3Y | +91.3% | +573.1% | -481.8% | +83.1% |
| 5Y | +22.7% | +477.6% | -454.9% | +15.9% |
| All | +92.7% | +334.2% | -241.5% | +85.4% |
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