+921.9%
ABT vs IAG
+377.5%
+544.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.4% |
| 7D | -3.7% | -0.5% | -3.1% | -3.7% |
| 30D | +2.5% | +28.9% | -26.4% | +1.9% |
| 3M | +20.2% | +19.1% | +1.0% | +19.6% |
| 6M | -2.9% | -10.3% | +7.3% | -2.9% |
| YTD | -11.9% | +24.2% | -36.1% | -12.7% |
| 1Y | -16.5% | +116.5% | -133.0% | -18.4% |
| 3Y | +12.1% | +742.8% | -730.7% | +5.5% |
| 5Y | -7.4% | +753.3% | -760.7% | -13.7% |
| 10Y | +210.7% | +403.2% | -192.5% | +188.7% |
| All | +921.9% | +377.5% | +544.5% | +867.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling