+2,926.4%
V vs IAG
+189.9%
+2,736.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.9% |
| 7D | -1.7% | -0.5% | -1.2% | -1.7% |
| 30D | +2.0% | +28.9% | -26.9% | +0.8% |
| 3M | +17.4% | +19.1% | -1.8% | +16.2% |
| 6M | +17.5% | -10.3% | +27.8% | +17.6% |
| YTD | +7.6% | +24.2% | -16.6% | +5.8% |
| 1Y | +7.7% | +116.5% | -108.8% | +3.0% |
| 3Y | +54.7% | +742.8% | -688.1% | +36.9% |
| 5Y | +73.0% | +753.3% | -680.3% | +50.3% |
| 10Y | +390.9% | +403.2% | -12.3% | +322.7% |
| All | +2,926.4% | +189.9% | +2,736.5% | +2,193.9% |
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