+151.5%
EXC vs IAG
+371.0%
-219.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.8% |
| 7D | +1.2% | +4.3% | -3.0% | +0.9% |
| 30D | -2.7% | +9.8% | -12.5% | -3.4% |
| 3M | -1.0% | +28.9% | -29.9% | -3.0% |
| 6M | -9.3% | -7.6% | -1.7% | -9.4% |
| YTD | +3.6% | +22.0% | -18.3% | +0.8% |
| 1Y | +5.9% | +99.5% | -93.6% | -1.3% |
| 3Y | +21.3% | +818.3% | -797.0% | -2.9% |
| 5Y | +46.2% | +785.9% | -739.7% | +13.4% |
| 10Y | +151.5% | +381.1% | -229.6% | +89.0% |
| All | +151.5% | +371.0% | -219.5% | +89.0% |
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