+87.4%
BAC vs IAG
+621.5%
-534.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.2% | -7.9% | -1.1% |
| 7D | -1.2% | +21.4% | -22.6% | -2.3% |
| 30D | -7.7% | +4.0% | -11.7% | -8.0% |
| 3M | -21.2% | +17.0% | -38.2% | -22.0% |
| 6M | -6.8% | +1.4% | -8.3% | -7.4% |
| YTD | -8.7% | +13.8% | -22.5% | -10.3% |
| 1Y | -5.3% | +55.8% | -61.1% | -8.5% |
| 3Y | +87.4% | +647.4% | -560.0% | +55.9% |
| All | +87.4% | +621.5% | -534.1% | +55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling