+28.1%
BA vs IAG
+326.7%
-298.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.8% | -6.3% | -1.1% |
| 7D | -1.7% | +24.0% | -25.7% | -3.8% |
| 30D | -9.5% | +5.5% | -15.0% | -10.1% |
| 3M | -26.5% | +8.3% | -34.8% | -27.3% |
| 6M | -27.4% | +6.1% | -33.5% | -28.3% |
| YTD | -20.6% | +20.3% | -40.9% | -23.0% |
| 1Y | -11.4% | +56.5% | -67.9% | -16.2% |
| 3Y | -10.8% | +762.6% | -773.4% | -28.9% |
| 5Y | -21.9% | +546.3% | -568.2% | -38.7% |
| 10Y | +28.1% | +356.1% | -327.9% | -1.1% |
| All | +28.1% | +326.7% | -298.5% | -1.1% |
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