+198.3%
W vs IAG
+571.0%
-372.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.7% | +2.9% | -2.8% |
| 7D | +1.1% | +16.8% | -15.8% | -1.1% |
| 30D | +6.4% | -1.5% | +7.9% | +6.5% |
| 3M | +9.0% | +0.5% | +8.5% | +8.6% |
| 6M | +69.8% | -1.0% | +70.8% | +68.9% |
| YTD | +12.1% | +12.3% | -0.2% | +8.3% |
| 1Y | 0.0% | +39.2% | -39.2% | -6.1% |
| 3Y | +160.3% | +712.3% | -551.9% | +86.8% |
| 5Y | -53.3% | +484.2% | -537.5% | -66.9% |
| 10Y | +217.0% | +382.3% | -165.3% | +118.7% |
| All | +198.3% | +571.0% | -372.7% | +107.1% |
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 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