+20.1%
W vs IAG
+119.5%
-99.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.7% | +3.1% |
| 7D | -4.2% | -0.5% | -3.6% | -4.1% |
| 30D | -7.6% | +28.9% | -36.5% | -13.2% |
| 3M | +37.2% | +19.1% | +18.0% | +30.3% |
| 6M | +26.3% | -10.3% | +36.6% | +24.3% |
| YTD | -1.0% | +24.2% | -25.2% | -9.7% |
| 1Y | +20.1% | +116.5% | -96.4% | -7.1% |
| All | +20.1% | +119.5% | -99.4% | -7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling