-1.5%
BAC vs IAG
+56.5%
-58.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +10.2% | -6.3% | +3.3% |
| 7D | +1.5% | +1.1% | +0.4% | +1.4% |
| 30D | -4.4% | -5.3% | +0.9% | -4.2% |
| 3M | -17.5% | +18.0% | -35.5% | -18.4% |
| 6M | -0.1% | +7.1% | -7.2% | -0.9% |
| YTD | -4.6% | +5.9% | -10.6% | -6.5% |
| 1Y | -1.5% | +59.4% | -60.9% | -8.2% |
| All | -1.5% | +56.5% | -58.1% | -8.2% |
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 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