-16.1%
Z vs IAG
+365.5%
-381.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +7.2% | -9.6% | -3.3% |
| 7D | -4.6% | +21.4% | -26.0% | -6.7% |
| 30D | +8.3% | +4.0% | +4.3% | +7.6% |
| 3M | -11.6% | +17.0% | -28.6% | -13.5% |
| 6M | -33.6% | +1.4% | -35.0% | -34.3% |
| YTD | -56.7% | +13.8% | -70.5% | -58.3% |
| 1Y | -59.1% | +55.8% | -114.9% | -62.2% |
| 3Y | -20.4% | +647.4% | -667.8% | -42.0% |
| 5Y | -55.3% | +519.1% | -574.4% | -68.2% |
| All | -16.1% | +365.5% | -381.6% | -40.4% |
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