+431.3%
USB vs IAG
+307.3%
+124.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +10.2% | -8.3% | +1.6% |
| 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% | -4.7% |
| 6M | +12.5% | +7.1% | +5.4% | +11.9% |
| YTD | +17.6% | +5.9% | +11.7% | +16.8% |
| 1Y | +36.5% | +59.4% | -22.9% | +33.7% |
| 3Y | +95.4% | +571.9% | -476.5% | +80.7% |
| 5Y | +26.1% | +513.0% | -486.8% | +15.4% |
| 10Y | +101.3% | +315.0% | -213.7% | +81.8% |
| All | +431.3% | +307.3% | +124.0% | +356.1% |
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