+341.4%
BBWI vs IAG
+377.5%
-36.1%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.2% | +5.0% | +3.0% |
| 7D | +1.5% | -0.5% | +2.0% | +1.5% |
| 30D | -5.2% | +28.9% | -34.1% | -6.8% |
| 3M | +11.1% | +19.1% | -8.0% | +9.6% |
| 6M | -13.4% | -10.3% | -3.1% | -13.3% |
| YTD | +0.1% | +24.2% | -24.1% | -2.2% |
| 1Y | -36.1% | +116.5% | -152.6% | -39.8% |
| 3Y | -44.1% | +742.8% | -786.9% | -52.2% |
| 5Y | -66.2% | +753.3% | -819.6% | -71.8% |
| 10Y | -54.8% | +403.2% | -458.0% | -62.8% |
| All | +341.4% | +377.5% | -36.1% | +202.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling