+476.4%
BHP vs IAG
+427.6%
+48.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.4% |
| 7D | -3.6% | -1.1% | -2.5% | -3.4% |
| 30D | -1.2% | +12.1% | -13.3% | -3.3% |
| 3M | +1.2% | +25.5% | -24.3% | -3.2% |
| 6M | +21.4% | -7.1% | +28.5% | +21.8% |
| YTD | +50.4% | +22.9% | +27.6% | +43.4% |
| 1Y | +67.5% | +83.3% | -15.8% | +48.9% |
| 3Y | +72.8% | +808.5% | -735.7% | +13.3% |
| 5Y | +112.6% | +838.0% | -725.4% | +32.5% |
| All | +476.4% | +427.6% | +48.8% | +268.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling