+109.7%
BAC vs IAG
+331.8%
-222.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.7% | +6.9% | +0.6% |
| 7D | +2.1% | +16.8% | -14.8% | +1.2% |
| 30D | -6.7% | -1.5% | -5.2% | -6.7% |
| 3M | -20.2% | +0.5% | -20.7% | -20.4% |
| 6M | -0.2% | -1.0% | +0.8% | -0.6% |
| YTD | -6.4% | +12.3% | -18.7% | -7.8% |
| 1Y | -3.1% | +39.2% | -42.4% | -5.7% |
| 3Y | +96.7% | +712.3% | -615.5% | +71.6% |
| 5Y | +21.3% | +484.2% | -462.9% | +5.2% |
| 10Y | +237.7% | +382.3% | -144.6% | +182.6% |
| All | +109.7% | +331.8% | -222.1% | +58.7% |
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 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