+81.3%
USB vs IAG
+389.3%
-307.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.8% |
| 7D | +2.6% | -7.7% | +10.3% | +2.8% |
| 30D | +8.4% | +1.6% | +6.8% | +8.3% |
| 3M | -5.5% | -2.4% | -3.1% | -5.6% |
| 6M | +17.7% | -7.8% | +25.5% | +17.7% |
| YTD | +17.6% | +5.0% | +12.5% | +17.0% |
| 1Y | +33.9% | +25.7% | +8.2% | +32.8% |
| 3Y | +103.8% | +694.5% | -590.7% | +94.3% |
| 5Y | +25.6% | +421.7% | -396.1% | +18.4% |
| All | +81.3% | +389.3% | -307.9% | +74.3% |
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