+13,353.6%
AMZN vs IAG
+377.5%
+12,976.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | 0.0% |
| 7D | -3.0% | -0.5% | -2.4% | -3.0% |
| 30D | -5.2% | +28.9% | -34.1% | -6.9% |
| 3M | +1.9% | +19.1% | -17.3% | +0.3% |
| 6M | +19.2% | -10.3% | +29.5% | +19.4% |
| YTD | +12.0% | +24.2% | -12.2% | +9.3% |
| 1Y | +9.7% | +116.5% | -106.8% | +2.6% |
| 3Y | +87.2% | +742.8% | -655.6% | +55.8% |
| 5Y | +48.7% | +753.3% | -704.7% | +20.4% |
| 10Y | +569.3% | +403.2% | +166.1% | +435.0% |
| All | +13,353.6% | +377.5% | +12,976.1% | +7,476.2% |
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 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