-28.8%
BIIB vs IAG
+423.2%
-452.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +2.3% |
| 7D | -4.0% | -4.1% | 0.0% | -3.9% |
| 30D | +5.7% | +10.6% | -5.0% | +5.1% |
| 3M | +10.9% | +35.4% | -24.5% | +9.2% |
| 6M | +14.3% | -9.5% | +23.9% | +14.4% |
| YTD | +22.4% | +21.8% | +0.6% | +20.3% |
| 1Y | +51.1% | +84.1% | -33.1% | +45.1% |
| 3Y | -16.8% | +817.4% | -834.2% | -28.4% |
| 5Y | -28.1% | +830.1% | -858.2% | -40.1% |
| All | -28.8% | +423.2% | -452.0% | -40.2% |
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