-4.7%
BAC vs IAG
+25.8%
-30.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.1% | +4.8% | +0.1% |
| 7D | +1.5% | -2.1% | +3.6% | +1.6% |
| 30D | -6.4% | -6.2% | -0.2% | -6.2% |
| 3M | -21.7% | -5.1% | -16.5% | -21.6% |
| 6M | +0.5% | -10.0% | +10.5% | +0.3% |
| YTD | -6.7% | +3.9% | -10.6% | -9.4% |
| 1Y | -4.7% | +18.9% | -23.5% | -10.6% |
| All | -4.7% | +25.8% | -30.5% | -10.6% |
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