-54.1%
Z vs IAG
+514.0%
-568.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +0.2% | -10.8% | -10.7% |
| 7D | -2.3% | +4.5% | -6.8% | -2.9% |
| 30D | +9.4% | -5.7% | +15.0% | +10.0% |
| 3M | -16.1% | +10.1% | -26.2% | -17.5% |
| 6M | -30.4% | +7.3% | -37.7% | -31.9% |
| YTD | -55.6% | +6.1% | -61.7% | -57.3% |
| 1Y | -58.5% | +46.8% | -105.3% | -62.3% |
| 3Y | -19.6% | +573.1% | -592.7% | -47.8% |
| 5Y | -54.1% | +477.6% | -531.7% | -71.1% |
| All | -54.1% | +514.0% | -568.2% | -71.1% |
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