-10.7%
BDX vs IAG
+796.9%
-807.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.8% |
| 7D | -5.4% | -4.1% | -1.4% | -5.3% |
| 30D | -2.2% | +10.6% | -12.8% | -2.6% |
| 3M | +20.1% | +35.4% | -15.3% | +18.5% |
| 6M | +9.1% | -9.5% | +18.6% | +9.2% |
| YTD | +17.9% | +21.8% | -3.9% | +16.3% |
| 1Y | +22.1% | +84.1% | -62.1% | +18.2% |
| All | -10.7% | +796.9% | -807.5% | -23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling