-64.8%
Z vs IAG
+764.1%
-829.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.8% |
| 7D | -3.0% | -0.5% | -2.5% | -2.9% |
| 30D | -4.2% | +28.9% | -33.1% | -7.5% |
| 3M | -3.7% | +19.1% | -22.8% | -6.5% |
| 6M | -24.5% | -10.3% | -14.3% | -24.3% |
| YTD | -49.3% | +24.2% | -73.5% | -52.1% |
| 1Y | -58.7% | +116.5% | -175.2% | -64.6% |
| 3Y | -34.1% | +742.8% | -776.9% | -57.8% |
| All | -64.8% | +764.1% | -829.0% | -79.2% |
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