+162.9%
BBIO vs IAG
+506.6%
-343.6%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | -3.2% | -1.1% | -2.1% | -3.1% |
| 30D | -13.6% | +12.1% | -25.7% | -14.5% |
| 3M | +7.2% | +25.5% | -18.3% | +4.9% |
| 6M | +1.5% | -7.1% | +8.6% | +1.3% |
| YTD | -5.3% | +22.9% | -28.2% | -7.8% |
| 1Y | +37.7% | +83.3% | -45.6% | +30.0% |
| 3Y | +153.9% | +808.5% | -654.6% | +107.7% |
| 5Y | +43.9% | +838.0% | -794.1% | +14.9% |
| All | +162.9% | +506.6% | -343.6% | +136.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling