+25.9%
BDX vs IAG
+119.5%
-93.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.5% |
| 7D | -2.5% | -0.5% | -2.0% | -2.5% |
| 30D | +8.3% | +28.9% | -20.6% | +7.4% |
| 3M | +24.4% | +19.1% | +5.3% | +23.7% |
| 6M | +9.2% | -10.3% | +19.4% | +9.3% |
| YTD | +22.7% | +24.2% | -1.5% | +21.8% |
| 1Y | +25.9% | +116.5% | -90.6% | +24.7% |
| All | +25.9% | +119.5% | -93.6% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling