+424.1%
EXC vs IAG
+377.5%
+46.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.9% |
| 7D | +0.3% | -0.5% | +0.8% | +0.3% |
| 30D | -3.7% | +28.9% | -32.6% | -5.7% |
| 3M | -1.3% | +19.1% | -20.4% | -3.1% |
| 6M | -9.7% | -10.3% | +0.5% | -9.7% |
| YTD | +2.9% | +24.2% | -21.3% | -0.3% |
| 1Y | +4.4% | +116.5% | -112.1% | -3.7% |
| 3Y | +22.2% | +742.8% | -720.6% | -1.8% |
| 5Y | +46.7% | +753.3% | -706.6% | +14.3% |
| 10Y | +155.3% | +403.2% | -247.8% | +95.3% |
| All | +424.1% | +377.5% | +46.6% | +238.5% |
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 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