+246.5%
BBY vs IAG
+427.6%
-181.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.2% | +3.0% |
| 7D | +0.6% | -1.1% | +1.7% | +0.6% |
| 30D | +9.4% | +12.1% | -2.7% | +8.7% |
| 3M | +19.3% | +25.5% | -6.2% | +17.7% |
| 6M | +47.9% | -7.1% | +55.0% | +47.7% |
| YTD | +39.6% | +22.9% | +16.7% | +36.8% |
| 1Y | +22.2% | +83.3% | -61.2% | +17.1% |
| 3Y | +45.0% | +808.5% | -763.5% | +24.7% |
| 5Y | +2.6% | +838.0% | -835.4% | -14.4% |
| All | +246.5% | +427.6% | -181.1% | +192.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling