-58.0%
Z vs IAG
+52.4%
-110.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.8% | -2.0% | +3.5% |
| 7D | -5.2% | +24.0% | -29.2% | -6.3% |
| 30D | +5.7% | +5.5% | +0.2% | +4.9% |
| 3M | -8.7% | +8.3% | -17.0% | -9.2% |
| 6M | -26.0% | +6.1% | -32.1% | -26.2% |
| YTD | -55.0% | +20.3% | -75.4% | -56.6% |
| All | -58.0% | +52.4% | -110.4% | -61.8% |
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