+565.7%
AMZN vs IAG
+427.6%
+138.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.9% |
| 7D | -0.7% | -1.1% | +0.4% | -0.6% |
| 30D | -3.9% | +12.1% | -16.0% | -4.7% |
| 3M | +6.3% | +25.5% | -19.2% | +4.5% |
| 6M | +20.8% | -7.1% | +27.9% | +20.6% |
| YTD | +11.2% | +22.9% | -11.6% | +8.7% |
| 1Y | +11.7% | +83.3% | -71.7% | +6.0% |
| 3Y | +79.4% | +808.5% | -729.1% | +49.2% |
| 5Y | +48.0% | +838.0% | -789.9% | +19.0% |
| All | +565.7% | +427.6% | +138.1% | +444.0% |
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