+3,313.2%
V vs IAG
+162.2%
+3,151.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.7% | +6.9% | +0.5% |
| 7D | +0.6% | +16.8% | -16.2% | -0.1% |
| 30D | +9.7% | -1.5% | +11.2% | +9.7% |
| 3M | +17.3% | +0.5% | +16.8% | +17.1% |
| 6M | +33.2% | -1.0% | +34.2% | +32.7% |
| YTD | +21.3% | +12.3% | +9.0% | +19.7% |
| 1Y | +27.3% | +39.2% | -11.9% | +24.3% |
| 3Y | +76.1% | +712.3% | -636.2% | +56.0% |
| 5Y | +103.5% | +484.2% | -380.8% | +79.6% |
| 10Y | +454.5% | +382.3% | +72.2% | +378.8% |
| All | +3,313.2% | +162.2% | +3,151.0% | +2,494.8% |
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