+159.3%
BAC vs IAG
+377.5%
-218.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | 0.0% |
| 7D | +1.1% | -0.5% | +1.6% | +1.1% |
| 30D | -0.4% | +28.9% | -29.3% | -1.8% |
| 3M | +16.9% | +19.1% | -2.2% | +15.5% |
| 6M | +26.6% | -10.3% | +36.9% | +26.7% |
| YTD | +15.8% | +24.2% | -8.4% | +13.5% |
| 1Y | +27.2% | +116.5% | -89.3% | +20.8% |
| 3Y | +132.4% | +742.8% | -610.4% | +102.4% |
| 5Y | +72.6% | +753.3% | -680.8% | +46.9% |
| 10Y | +389.7% | +403.2% | -13.5% | +307.8% |
| All | +159.3% | +377.5% | -218.2% | +95.4% |
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