-58.9%
BBWI vs IAG
+423.2%
-482.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.4% |
| 7D | -8.0% | -4.1% | -4.0% | -7.8% |
| 30D | -6.6% | +10.6% | -17.3% | -7.2% |
| 3M | -2.7% | +35.4% | -38.1% | -4.4% |
| 6M | -12.8% | -9.5% | -3.2% | -12.8% |
| YTD | -10.5% | +21.8% | -32.3% | -12.1% |
| 1Y | -35.3% | +84.1% | -119.5% | -37.8% |
| 3Y | -47.7% | +817.4% | -865.1% | -53.7% |
| 5Y | -68.9% | +830.1% | -899.0% | -72.9% |
| All | -58.9% | +423.2% | -482.0% | -63.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling