+395.5%
BAC vs IAG
+390.5%
+5.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.4% |
| 7D | +1.2% | +4.3% | -3.1% | +1.1% |
| 30D | -0.7% | +9.8% | -10.5% | -1.0% |
| 3M | +16.9% | +28.9% | -12.0% | +16.2% |
| 6M | +29.6% | -7.6% | +37.2% | +29.4% |
| YTD | +15.3% | +22.0% | -6.7% | +14.4% |
| 1Y | +28.8% | +99.5% | -70.7% | +26.6% |
| 3Y | +136.4% | +818.3% | -681.9% | +125.5% |
| 5Y | +72.9% | +785.9% | -713.0% | +62.9% |
| All | +395.5% | +390.5% | +5.0% | +372.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling