+1,051.6%
BWA vs IAG
+378.9%
+672.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -1.7% |
| 7D | +0.1% | +1.7% | -1.6% | -0.1% |
| 30D | -5.6% | +11.4% | -17.0% | -6.7% |
| 3M | -10.7% | +33.0% | -43.7% | -13.4% |
| 6M | +23.2% | -6.0% | +29.2% | +23.1% |
| YTD | +46.0% | +24.6% | +21.4% | +41.5% |
| 1Y | +51.2% | +105.0% | -53.8% | +39.4% |
| 3Y | +69.6% | +837.9% | -768.3% | +31.3% |
| 5Y | +86.6% | +817.0% | -730.4% | +39.6% |
| 10Y | +152.3% | +425.3% | -273.0% | +83.5% |
| All | +1,051.6% | +378.9% | +672.7% | +590.6% |
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