+821.0%
BDX vs IAG
+377.5%
+443.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.1% |
| 3M | +24.4% | +19.1% | +5.3% | +23.3% |
| 6M | +9.2% | -10.3% | +19.4% | +9.2% |
| YTD | +22.7% | +24.2% | -1.5% | +21.0% |
| 1Y | +25.9% | +116.5% | -90.6% | +21.3% |
| 3Y | -10.5% | +742.8% | -753.3% | -19.1% |
| 5Y | +1.9% | +753.3% | -751.4% | -9.3% |
| 10Y | +58.7% | +403.2% | -344.5% | +40.1% |
| All | +821.0% | +377.5% | +443.6% | +692.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling