-44.3%
BBWI vs IAG
+804.5%
-848.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.8% | +5.6% | +6.4% |
| 7D | -4.8% | -1.1% | -3.7% | -4.7% |
| 30D | +3.5% | +12.1% | -8.6% | +2.3% |
| 3M | -0.3% | +25.5% | -25.8% | -2.6% |
| 6M | -5.4% | -7.1% | +1.7% | -5.8% |
| YTD | -4.7% | +22.9% | -27.6% | -8.0% |
| 1Y | -30.5% | +83.3% | -113.8% | -35.6% |
| 3Y | -44.3% | +808.5% | -852.8% | -58.2% |
| All | -44.3% | +804.5% | -848.8% | -58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling