-46.0%
BBWI vs IAG
+370.6%
-416.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.8% | +0.4% |
| 7D | -7.7% | +3.4% | -11.2% | -7.9% |
| 30D | +24.8% | -2.7% | +27.4% | +24.7% |
| 3M | +16.2% | -0.5% | +16.7% | +15.9% |
| 6M | +15.8% | -4.8% | +20.7% | +15.5% |
| YTD | +11.4% | +9.6% | +1.9% | +9.7% |
| 1Y | +3.2% | +32.2% | -29.0% | +0.5% |
| 3Y | -23.5% | +692.5% | -716.1% | -32.7% |
| 5Y | -67.4% | +447.6% | -515.0% | -72.1% |
| 10Y | -46.0% | +403.3% | -449.3% | -52.0% |
| All | -46.0% | +370.6% | -416.6% | -52.0% |
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