-1.9%
BDX vs IAG
+820.9%
-822.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.8% |
| 7D | -3.2% | -1.1% | -2.1% | -3.1% |
| 30D | -2.5% | +12.1% | -14.7% | -3.2% |
| 3M | +21.4% | +25.5% | -4.1% | +19.8% |
| 6M | +10.4% | -7.1% | +17.5% | +10.4% |
| YTD | +18.8% | +22.9% | -4.0% | +16.7% |
| 1Y | +21.7% | +83.3% | -61.7% | +16.6% |
| 3Y | -10.0% | +808.5% | -818.5% | -23.5% |
| All | -1.9% | +820.9% | -822.8% | -19.4% |
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