+163.6%
W vs IAG
+642.0%
-478.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.7% | +2.8% |
| 7D | -4.2% | -0.5% | -3.6% | -4.1% |
| 30D | -7.6% | +28.9% | -36.5% | -10.9% |
| 3M | +37.2% | +19.1% | +18.0% | +33.3% |
| 6M | +26.3% | -10.3% | +36.6% | +27.0% |
| YTD | -1.0% | +24.2% | -25.2% | -5.4% |
| 1Y | +20.1% | +116.5% | -96.4% | +6.3% |
| 3Y | +37.8% | +742.8% | -705.0% | -1.8% |
| 5Y | -63.7% | +753.3% | -817.0% | -75.2% |
| 10Y | +156.3% | +403.2% | -246.9% | +74.7% |
| All | +163.6% | +642.0% | -478.4% | +80.8% |
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