+484.0%
V vs IAG
+389.3%
+94.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.3% |
| 7D | +0.9% | -7.7% | +8.6% | +1.2% |
| 30D | +9.0% | +1.6% | +7.4% | +8.8% |
| 3M | +16.7% | -2.4% | +19.1% | +16.6% |
| 6M | +33.4% | -7.8% | +41.2% | +33.4% |
| YTD | +22.4% | +5.0% | +17.3% | +21.2% |
| 1Y | +27.7% | +25.7% | +2.0% | +25.6% |
| 3Y | +78.0% | +694.5% | -616.5% | +60.4% |
| 5Y | +108.5% | +421.7% | -313.2% | +86.8% |
| All | +484.0% | +389.3% | +94.7% | +425.0% |
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