-34.4%
BBWI vs IAG
+98.5%
-132.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.1% | -8.4% | -6.4% |
| 7D | -4.4% | +1.7% | -6.1% | -4.5% |
| 30D | -7.4% | +11.4% | -18.8% | -8.4% |
| 3M | -2.2% | +33.0% | -35.3% | -5.2% |
| 6M | -16.3% | -6.0% | -10.3% | -17.3% |
| YTD | -9.1% | +24.6% | -33.7% | -14.2% |
| All | -34.4% | +98.5% | -132.8% | -46.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling