+446.5%
USB vs IAG
+377.5%
+69.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.2% |
| 7D | +1.4% | -0.5% | +2.0% | +1.5% |
| 30D | -1.3% | +28.9% | -30.2% | -2.2% |
| 3M | +15.2% | +19.1% | -3.9% | +14.4% |
| 6M | +18.8% | -10.3% | +29.1% | +18.9% |
| YTD | +21.0% | +24.2% | -3.2% | +19.6% |
| 1Y | +34.0% | +116.5% | -82.5% | +29.9% |
| 3Y | +95.3% | +742.8% | -647.5% | +79.4% |
| 5Y | +40.4% | +753.3% | -713.0% | +27.1% |
| 10Y | +107.3% | +403.2% | -295.9% | +85.8% |
| All | +446.5% | +377.5% | +69.1% | +367.1% |
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