-11.5%
BA vs IAG
+52.4%
-63.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.8% | -6.3% | -1.4% |
| 7D | -1.7% | +24.0% | -25.7% | -4.9% |
| 30D | -9.5% | +5.5% | -15.0% | -10.4% |
| 3M | -26.5% | +8.3% | -34.8% | -27.8% |
| 6M | -27.4% | +6.1% | -33.5% | -29.3% |
| YTD | -20.6% | +20.3% | -40.9% | -23.1% |
| All | -11.5% | +52.4% | -63.9% | -14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling