-16.9%
Z vs IAG
+370.6%
-387.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +2.0% |
| 7D | -13.1% | +3.4% | -16.5% | -13.4% |
| 30D | +5.9% | -2.7% | +8.5% | +6.0% |
| 3M | -13.7% | -0.5% | -13.2% | -13.8% |
| 6M | -27.1% | -4.8% | -22.3% | -27.3% |
| YTD | -56.8% | +9.6% | -66.4% | -58.2% |
| 1Y | -60.2% | +32.2% | -92.4% | -62.5% |
| 3Y | -19.7% | +692.5% | -712.2% | -41.9% |
| 5Y | -53.7% | +447.6% | -501.3% | -66.7% |
| 10Y | -16.9% | +403.3% | -420.2% | -39.4% |
| All | -16.9% | +370.6% | -387.4% | -39.4% |
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