+25.1%
BDX vs IAG
+663.0%
-637.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.0% |
| 7D | +2.9% | -7.7% | +10.6% | +3.2% |
| 30D | +15.4% | +1.6% | +13.8% | +15.2% |
| 3M | +20.5% | -2.4% | +22.9% | +20.5% |
| 6M | +53.2% | -7.8% | +61.0% | +53.3% |
| YTD | +45.7% | +5.0% | +40.7% | +44.5% |
| 1Y | +47.3% | +25.7% | +21.6% | +44.9% |
| 3Y | +25.1% | +694.5% | -669.4% | +7.5% |
| All | +25.1% | +663.0% | -637.9% | +7.5% |
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