+886.1%
EBAY vs IAG
+378.9%
+507.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.2% | -1.2% |
| 7D | -3.0% | +1.7% | -4.7% | -3.1% |
| 30D | -3.6% | +11.4% | -15.1% | -4.5% |
| 3M | -4.4% | +33.0% | -37.5% | -6.7% |
| 6M | +12.1% | -6.0% | +18.1% | +11.8% |
| YTD | +19.9% | +24.6% | -4.6% | +16.8% |
| 1Y | +13.4% | +105.0% | -91.6% | +6.2% |
| 3Y | +150.5% | +837.9% | -687.4% | +106.3% |
| 5Y | +54.8% | +817.0% | -762.1% | +24.4% |
| 10Y | +268.1% | +425.3% | -157.3% | +191.7% |
| All | +886.1% | +378.9% | +507.2% | +573.2% |
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