+149.3%
BWA vs IAG
+427.6%
-278.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.6% | +1.4% |
| 7D | -1.3% | -1.1% | -0.2% | -1.2% |
| 30D | -2.9% | +12.1% | -15.1% | -3.8% |
| 3M | -10.7% | +25.5% | -36.2% | -12.4% |
| 6M | +26.5% | -7.1% | +33.6% | +26.2% |
| YTD | +49.1% | +22.9% | +26.2% | +46.0% |
| 1Y | +52.1% | +83.3% | -31.3% | +45.3% |
| 3Y | +72.6% | +808.5% | -736.0% | +47.3% |
| 5Y | +89.4% | +838.0% | -748.6% | +56.8% |
| All | +149.3% | +427.6% | -278.3% | +107.9% |
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