-13.6%
BKNG vs IAG
+56.5%
-70.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +10.2% | -0.4% | +9.4% |
| 7D | +15.6% | +1.1% | +14.5% | +15.3% |
| 30D | +8.0% | -5.3% | +13.2% | +7.8% |
| 3M | -11.8% | +18.0% | -29.8% | -12.0% |
| 6M | +3.8% | +7.1% | -3.3% | +3.6% |
| YTD | -19.6% | +5.9% | -25.6% | -20.8% |
| 1Y | -13.6% | +59.4% | -73.0% | -20.8% |
| All | -13.6% | +56.5% | -70.1% | -20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling