+183.8%
EXC vs IAG
+326.7%
-142.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.8% | -5.7% | -0.3% |
| 7D | -1.7% | +24.0% | -25.7% | -3.1% |
| 30D | +9.3% | +5.5% | +3.8% | +8.8% |
| 3M | +1.0% | +8.3% | -7.3% | +0.2% |
| 6M | +5.9% | +6.1% | -0.2% | +4.9% |
| YTD | +7.6% | +20.3% | -12.7% | +4.7% |
| 1Y | +2.4% | +56.5% | -54.1% | -2.5% |
| 3Y | +30.2% | +762.6% | -732.4% | +5.2% |
| 5Y | +41.4% | +546.3% | -504.9% | +12.8% |
| 10Y | +183.8% | +356.1% | -172.3% | +123.9% |
| All | +183.8% | +326.7% | -142.9% | +123.9% |
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