+27.6%
BDX vs IAG
+421.7%
-394.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.0% |
| 7D | +2.9% | -7.7% | +10.6% | +3.3% |
| 30D | +15.4% | +1.6% | +13.8% | +15.2% |
| 3M | +20.5% | -2.4% | +22.9% | +20.4% |
| 6M | +53.2% | -7.8% | +61.0% | +53.2% |
| YTD | +45.7% | +5.0% | +40.7% | +43.9% |
| 1Y | +47.3% | +25.7% | +21.6% | +44.0% |
| 3Y | +25.1% | +694.5% | -669.4% | +6.6% |
| All | +27.6% | +421.7% | -394.1% | +5.3% |
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