-53.4%
W vs IAG
+540.0%
-593.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.8% | -1.2% | +3.3% |
| 7D | +3.3% | +24.0% | -20.7% | -1.7% |
| 30D | +10.5% | +5.5% | +5.0% | +8.8% |
| 3M | +9.6% | +8.3% | +1.3% | +7.1% |
| 6M | +76.4% | +6.1% | +70.3% | +71.7% |
| YTD | +16.4% | +20.3% | -3.9% | +7.7% |
| 1Y | +9.3% | +56.5% | -47.1% | -4.9% |
| 3Y | +172.8% | +762.6% | -589.8% | +40.1% |
| 5Y | -53.4% | +546.3% | -599.6% | -79.0% |
| All | -53.4% | +540.0% | -593.4% | -79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling