-53.6%
Z vs IAG
+56.5%
-110.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +10.2% | -0.8% | +8.8% |
| 7D | +10.2% | +1.1% | +9.1% | +9.9% |
| 30D | +23.7% | -5.3% | +28.9% | +23.5% |
| 3M | -6.6% | +18.0% | -24.6% | -6.5% |
| 6M | -23.0% | +7.1% | -30.1% | -22.8% |
| YTD | -50.3% | +5.9% | -56.3% | -51.6% |
| 1Y | -53.6% | +59.4% | -113.0% | -57.8% |
| All | -53.6% | +56.5% | -110.1% | -57.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling