-14.7%
BA vs IAG
+696.0%
-710.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +0.9% |
| 7D | -1.4% | +3.4% | -4.8% | -1.9% |
| 30D | -7.9% | -2.7% | -5.2% | -7.9% |
| 3M | -25.2% | -0.5% | -24.7% | -25.5% |
| 6M | -26.7% | -4.8% | -21.9% | -27.2% |
| YTD | -19.6% | +9.6% | -29.2% | -21.7% |
| 1Y | -10.6% | +32.2% | -42.8% | -14.6% |
| All | -14.7% | +696.0% | -710.7% | -26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling