+96.6%
USB vs IAG
+571.9%
-475.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +10.2% | -8.3% | +1.4% |
| 7D | +2.4% | +1.1% | +1.3% | +2.3% |
| 30D | +6.6% | -5.3% | +11.8% | +6.7% |
| 3M | -4.1% | +18.0% | -22.1% | -5.0% |
| 6M | +12.5% | +7.1% | +5.4% | +11.7% |
| YTD | +17.6% | +5.9% | +11.7% | +16.4% |
| 1Y | +36.5% | +59.4% | -22.9% | +32.9% |
| All | +96.6% | +571.9% | -475.3% | +65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling