+234.1%
ABT vs IAG
+389.3%
-155.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +1.2% |
| 7D | -1.3% | -7.7% | +6.4% | -1.1% |
| 30D | +6.0% | +1.6% | +4.5% | +5.9% |
| 3M | -1.9% | -2.4% | +0.6% | -1.9% |
| 6M | +31.2% | -7.8% | +39.0% | +31.2% |
| YTD | -11.2% | +5.0% | -16.3% | -11.8% |
| 1Y | -14.0% | +25.7% | -39.6% | -15.0% |
| 3Y | +20.7% | +694.5% | -673.8% | +11.7% |
| 5Y | -6.7% | +421.7% | -428.4% | -14.3% |
| All | +234.1% | +389.3% | -155.2% | +209.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling