+660.4%
BA vs IAG
+337.4%
+323.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.2% | -6.7% | 0.0% |
| 7D | +1.1% | +21.4% | -20.3% | -0.4% |
| 30D | -7.9% | +4.0% | -12.0% | -8.3% |
| 3M | -25.3% | +17.0% | -42.4% | -26.5% |
| 6M | -24.6% | +1.4% | -26.0% | -25.1% |
| YTD | -20.1% | +13.8% | -33.9% | -21.7% |
| 1Y | -11.8% | +55.8% | -67.6% | -15.5% |
| 3Y | -10.1% | +647.4% | -657.5% | -24.4% |
| 5Y | -22.7% | +519.1% | -541.9% | -35.9% |
| 10Y | +35.1% | +345.6% | -310.5% | +9.6% |
| All | +660.4% | +337.4% | +323.0% | +461.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling