+113.1%
BHP vs IAG
+796.9%
-683.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.2% | -3.1% | -4.8% |
| 7D | -3.7% | -4.1% | +0.3% | -2.9% |
| 30D | -0.8% | +10.6% | -11.5% | -3.1% |
| 3M | +7.6% | +35.4% | -27.8% | +0.5% |
| 6M | +20.8% | -9.5% | +30.3% | +21.6% |
| YTD | +50.8% | +21.8% | +28.9% | +42.9% |
| 1Y | +70.9% | +84.1% | -13.2% | +49.3% |
| 3Y | +78.0% | +817.4% | -739.3% | +8.6% |
| 5Y | +113.1% | +830.1% | -717.0% | +23.5% |
| All | +113.1% | +796.9% | -683.8% | +23.5% |
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 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