+1,998.8%
BHP vs IAG
+303.8%
+1,694.9%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.3% | -1.5% |
| 7D | -0.5% | -7.7% | +7.2% | +1.3% |
| 30D | -4.5% | +1.6% | -6.1% | -5.1% |
| 3M | -6.9% | -2.4% | -4.5% | -6.8% |
| 6M | -10.6% | -7.8% | -2.7% | -9.8% |
| YTD | +37.2% | +5.0% | +32.2% | +32.9% |
| 1Y | +48.0% | +25.7% | +22.3% | +37.5% |
| 3Y | +52.6% | +694.5% | -641.9% | -12.5% |
| 5Y | +116.5% | +421.7% | -305.2% | +27.1% |
| 10Y | +334.9% | +382.5% | -47.5% | +118.8% |
| All | +1,998.8% | +303.8% | +1,694.9% | +626.7% |
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