-1.7%
BBY vs IAG
+813.2%
-814.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.2% |
| 7D | +0.7% | -4.1% | +4.7% | +0.9% |
| 30D | +5.8% | +10.6% | -4.9% | +5.1% |
| 3M | +18.0% | +35.4% | -17.4% | +15.6% |
| 6M | +39.8% | -9.5% | +49.4% | +39.8% |
| YTD | +35.4% | +21.8% | +13.6% | +32.2% |
| 1Y | +21.4% | +84.1% | -62.7% | +15.1% |
| 3Y | +39.5% | +817.4% | -777.8% | +13.7% |
| All | -1.7% | +813.2% | -814.9% | -26.8% |
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