+454.3%
BBY vs IAG
+368.9%
+85.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.9% |
| 7D | +8.1% | +4.3% | +3.9% | +7.8% |
| 30D | +8.9% | +9.8% | -0.8% | +8.2% |
| 3M | +22.0% | +28.9% | -6.9% | +19.9% |
| 6M | +37.8% | -7.6% | +45.4% | +37.6% |
| YTD | +37.3% | +22.0% | +15.4% | +34.3% |
| 1Y | +21.6% | +99.5% | -78.0% | +15.1% |
| 3Y | +41.5% | +818.3% | -776.8% | +19.3% |
| 5Y | +1.2% | +785.9% | -784.7% | -16.5% |
| 10Y | +237.8% | +381.1% | -143.3% | +175.9% |
| All | +454.3% | +368.9% | +85.5% | +346.1% |
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