+152.3%
W vs IAG
+423.2%
-270.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -2.3% |
| 7D | +0.5% | -4.1% | +4.5% | +1.1% |
| 30D | -5.6% | +10.6% | -16.2% | -7.2% |
| 3M | +41.9% | +35.4% | +6.5% | +34.5% |
| 6M | +30.2% | -9.5% | +39.8% | +30.9% |
| YTD | -2.9% | +21.8% | -24.8% | -7.8% |
| 1Y | +11.6% | +84.1% | -72.6% | -1.0% |
| 3Y | +37.0% | +817.4% | -780.4% | -10.1% |
| 5Y | -62.8% | +830.1% | -892.9% | -76.9% |
| All | +152.3% | +423.2% | -270.8% | +60.6% |
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