-11.3%
ABT vs IAG
+820.9%
-832.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.4% |
| 7D | -5.9% | -1.1% | -4.8% | -5.9% |
| 30D | -8.1% | +12.1% | -20.2% | -8.5% |
| 3M | +14.5% | +25.5% | -11.0% | +13.4% |
| 6M | -6.3% | -7.1% | +0.8% | -6.2% |
| YTD | -17.1% | +22.9% | -40.0% | -18.2% |
| 1Y | -21.4% | +83.3% | -104.7% | -23.9% |
| 3Y | +5.9% | +808.5% | -802.6% | -6.7% |
| All | -11.3% | +820.9% | -832.2% | -24.5% |
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