+3,310.4%
V vs IAG
+165.6%
+3,144.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.2% | -7.2% | -0.3% |
| 7D | +2.2% | +21.4% | -19.2% | +1.3% |
| 30D | +13.6% | +4.0% | +9.5% | +13.3% |
| 3M | +14.3% | +17.0% | -2.7% | +13.3% |
| 6M | +33.1% | +1.4% | +31.7% | +32.5% |
| YTD | +21.2% | +13.8% | +7.5% | +19.5% |
| 1Y | +26.4% | +55.8% | -29.4% | +22.8% |
| 3Y | +77.6% | +647.4% | -569.8% | +58.0% |
| 5Y | +102.6% | +519.1% | -416.5% | +78.4% |
| 10Y | +464.4% | +345.6% | +118.8% | +389.2% |
| All | +3,310.4% | +165.6% | +3,144.8% | +2,491.7% |
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