+209.9%
BKNG vs IAG
+423.2%
-213.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.6% |
| 7D | -10.7% | -4.1% | -6.6% | -10.4% |
| 30D | -18.1% | +10.6% | -28.7% | -18.7% |
| 3M | +8.5% | +35.4% | -26.9% | +6.3% |
| 6M | -0.1% | -9.5% | +9.5% | 0.0% |
| YTD | -18.2% | +21.8% | -40.1% | -20.1% |
| 1Y | -19.9% | +84.1% | -104.0% | -24.1% |
| 3Y | +41.6% | +817.4% | -775.7% | +17.8% |
| 5Y | +93.1% | +830.1% | -737.0% | +55.9% |
| All | +209.9% | +423.2% | -213.3% | +150.5% |
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 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