+40.5%
W vs IAG
+797.8%
-757.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.9% |
| 7D | +6.5% | +4.3% | +2.2% | +5.6% |
| 30D | -6.2% | +9.8% | -16.0% | -7.9% |
| 3M | +48.9% | +28.9% | +20.0% | +41.5% |
| 6M | +31.2% | -7.6% | +38.8% | +30.6% |
| YTD | -0.4% | +22.0% | -22.4% | -6.0% |
| 1Y | +14.8% | +99.5% | -84.7% | +0.1% |
| 3Y | +40.5% | +818.3% | -777.8% | -15.2% |
| All | +40.5% | +797.8% | -757.3% | -15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling