-34.0%
Z vs IAG
+746.3%
-780.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.9% |
| 7D | -3.0% | -0.5% | -2.5% | -2.9% |
| 30D | -4.2% | +28.9% | -33.1% | -6.7% |
| 3M | -3.7% | +19.1% | -22.8% | -5.7% |
| 6M | -24.5% | -10.3% | -14.3% | -24.2% |
| YTD | -49.3% | +24.2% | -73.5% | -51.6% |
| 1Y | -58.7% | +116.5% | -175.2% | -64.0% |
| All | -34.0% | +746.3% | -780.2% | -58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling