+474.3%
BMY vs IAG
+299.6%
+174.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.1% | +4.2% | -0.8% |
| 7D | -1.3% | -2.1% | +0.8% | -1.3% |
| 30D | +10.0% | -6.2% | +16.2% | +10.1% |
| 3M | -1.2% | -5.1% | +4.0% | -1.1% |
| 6M | +12.8% | -10.0% | +22.8% | +12.8% |
| YTD | +20.7% | +3.9% | +16.7% | +19.9% |
| 1Y | +32.6% | +18.9% | +13.8% | +31.2% |
| 3Y | +41.8% | +651.8% | -609.9% | +31.3% |
| 5Y | +29.0% | +416.3% | -387.3% | +19.4% |
| 10Y | +57.8% | +377.4% | -319.7% | +43.0% |
| All | +474.3% | +299.6% | +174.7% | +399.3% |
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