+104.4%
BAC vs IAG
+337.4%
-232.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.2% | -7.9% | -1.1% |
| 7D | -1.2% | +21.4% | -22.6% | -2.2% |
| 30D | -7.7% | +4.0% | -11.7% | -7.9% |
| 3M | -21.2% | +17.0% | -38.2% | -22.0% |
| 6M | -6.8% | +1.4% | -8.3% | -7.3% |
| YTD | -8.7% | +13.8% | -22.5% | -10.2% |
| 1Y | -5.3% | +55.8% | -61.1% | -8.4% |
| 3Y | +87.4% | +647.4% | -560.0% | +64.2% |
| 5Y | +18.9% | +519.1% | -500.2% | +2.9% |
| 10Y | +273.3% | +345.6% | -72.3% | +213.9% |
| All | +104.4% | +337.4% | -232.9% | +54.6% |
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 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