+86.7%
BWA vs IAG
+796.9%
-710.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.8% | +0.9% |
| 7D | -0.1% | -4.1% | +4.0% | +0.4% |
| 30D | -5.5% | +10.6% | -16.1% | -6.6% |
| 3M | -7.6% | +35.4% | -43.0% | -10.8% |
| 6M | +25.0% | -9.5% | +34.5% | +24.8% |
| YTD | +47.0% | +21.8% | +25.1% | +42.7% |
| 1Y | +54.0% | +84.1% | -30.1% | +44.2% |
| 3Y | +70.7% | +817.4% | -746.7% | +33.0% |
| 5Y | +86.7% | +830.1% | -743.4% | +29.5% |
| All | +86.7% | +796.9% | -710.2% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling