-1.8%
BBWI vs IAG
+25.8%
-27.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.1% | +2.2% | -2.6% |
| 7D | -4.5% | -2.1% | -2.5% | -4.4% |
| 30D | +17.1% | -6.2% | +23.3% | +17.3% |
| 3M | +17.5% | -5.1% | +22.6% | +17.0% |
| 6M | +12.8% | -10.0% | +22.8% | +12.2% |
| YTD | +8.2% | +3.9% | +4.2% | -0.7% |
| 1Y | -1.8% | +18.9% | -20.7% | -24.7% |
| All | -1.8% | +25.8% | -27.7% | -24.7% |
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 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