-26.4%
BA vs IAG
+421.7%
-448.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -1.1% | -7.7% | +6.6% | -0.3% |
| 30D | -7.1% | +1.6% | -8.7% | -7.6% |
| 3M | -25.5% | -2.4% | -23.1% | -25.7% |
| 6M | -28.7% | -7.8% | -20.9% | -28.8% |
| YTD | -21.0% | +5.0% | -26.0% | -22.8% |
| 1Y | -11.9% | +25.7% | -37.6% | -15.6% |
| 3Y | -16.2% | +694.5% | -710.6% | -35.4% |
| All | -26.4% | +421.7% | -448.1% | -41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling