+2,287.3%
BHP vs IAG
+377.5%
+1,909.9%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.2% |
| 7D | -2.9% | -0.5% | -2.4% | -2.9% |
| 30D | +3.4% | +28.9% | -25.5% | -2.8% |
| 3M | +4.1% | +19.1% | -15.1% | -0.5% |
| 6M | +20.6% | -10.3% | +30.8% | +22.3% |
| YTD | +56.1% | +24.2% | +31.9% | +46.0% |
| 1Y | +69.6% | +116.5% | -46.9% | +38.9% |
| 3Y | +78.8% | +742.8% | -664.0% | +1.1% |
| 5Y | +113.1% | +753.3% | -640.3% | +11.6% |
| 10Y | +505.9% | +403.2% | +102.7% | +199.7% |
| All | +2,287.3% | +377.5% | +1,909.9% | +698.4% |
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 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