+88.0%
UUUU vs IAG
+813.2%
-725.2%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.2% | -4.1% | -5.4% |
| 7D | -5.0% | -4.1% | -1.0% | -3.3% |
| 30D | -7.8% | +10.6% | -18.4% | -12.0% |
| 3M | -0.4% | +35.4% | -35.8% | -13.6% |
| 6M | -32.9% | -9.5% | -23.3% | -30.8% |
| YTD | -6.3% | +21.8% | -28.1% | -13.6% |
| 1Y | +7.9% | +84.1% | -76.2% | -16.0% |
| 3Y | +85.2% | +817.4% | -732.2% | -27.7% |
| All | +88.0% | +813.2% | -725.2% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling