+73.9%
BA vs IAG
+371.9%
-298.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.0% |
| 7D | +1.2% | -0.5% | +1.7% | +1.2% |
| 30D | -11.6% | +28.9% | -40.5% | -13.9% |
| 3M | -2.4% | +19.1% | -21.5% | -4.4% |
| 6M | -6.6% | -10.3% | +3.6% | -6.5% |
| YTD | -2.2% | +24.2% | -26.4% | -5.3% |
| 1Y | -8.0% | +116.5% | -124.5% | -15.4% |
| 3Y | -5.0% | +742.8% | -747.8% | -23.8% |
| 5Y | -2.7% | +753.3% | -756.0% | -24.8% |
| All | +73.9% | +371.9% | -298.0% | +34.2% |
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 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