-14.0%
Z vs IAG
+334.2%
-348.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +0.2% | -10.8% | -10.7% |
| 7D | -2.3% | +4.5% | -6.8% | -2.8% |
| 30D | +9.4% | -5.7% | +15.0% | +9.9% |
| 3M | -16.1% | +10.1% | -26.2% | -17.3% |
| 6M | -30.4% | +7.3% | -37.7% | -31.6% |
| YTD | -55.6% | +6.1% | -61.7% | -56.9% |
| 1Y | -58.5% | +46.8% | -105.3% | -61.4% |
| 3Y | -19.6% | +573.1% | -592.7% | -40.7% |
| 5Y | -54.1% | +477.6% | -531.7% | -67.1% |
| All | -14.0% | +334.2% | -348.2% | -38.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling