-55.0%
Z vs IAG
+427.4%
-482.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.1% | +2.9% | -1.5% |
| 7D | -4.9% | -2.1% | -2.9% | -4.7% |
| 30D | +3.0% | -6.2% | +9.2% | +3.6% |
| 3M | -13.4% | -5.1% | -8.3% | -13.0% |
| 6M | -27.3% | -10.0% | -17.3% | -27.0% |
| YTD | -57.8% | +3.9% | -61.7% | -59.3% |
| 1Y | -60.0% | +18.9% | -78.9% | -62.4% |
| 3Y | -21.5% | +651.8% | -673.3% | -50.2% |
| 5Y | -55.0% | +416.3% | -471.2% | -70.0% |
| All | -55.0% | +427.4% | -482.3% | -70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling