-68.8%
BBWI vs IAG
+804.8%
-873.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.1% | -8.4% | -6.5% |
| 7D | -4.4% | +1.7% | -6.1% | -4.6% |
| 30D | -7.4% | +11.4% | -18.8% | -8.6% |
| 3M | -2.2% | +33.0% | -35.3% | -5.7% |
| 6M | -16.3% | -6.0% | -10.3% | -16.7% |
| YTD | -9.1% | +24.6% | -33.7% | -13.0% |
| 1Y | -34.5% | +105.0% | -139.5% | -41.0% |
| 3Y | -47.0% | +837.9% | -884.9% | -62.0% |
| 5Y | -68.8% | +817.0% | -885.8% | -79.5% |
| All | -68.8% | +804.8% | -873.7% | -79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling