+484.5%
BMY vs IAG
+303.8%
+180.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.8% |
| 7D | +2.1% | -7.7% | +9.8% | +2.3% |
| 30D | +7.0% | +1.6% | +5.4% | +6.9% |
| 3M | -0.9% | -2.4% | +1.6% | -0.9% |
| 6M | +14.9% | -7.8% | +22.8% | +14.9% |
| YTD | +22.8% | +5.0% | +17.8% | +22.0% |
| 1Y | +36.2% | +25.7% | +10.5% | +34.6% |
| 3Y | +45.7% | +694.5% | -648.8% | +34.7% |
| 5Y | +31.3% | +421.7% | -390.4% | +21.5% |
| 10Y | +60.6% | +382.5% | -321.9% | +45.5% |
| All | +484.5% | +303.8% | +180.7% | +408.1% |
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