-18.9%
EXE vs IAG
+56.5%
-75.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +10.2% | -13.1% | -2.9% |
| 7D | -4.7% | +1.1% | -5.8% | -4.6% |
| 30D | +1.0% | -5.3% | +6.3% | +1.1% |
| 3M | -5.6% | +18.0% | -23.7% | -5.9% |
| 6M | -12.3% | +7.1% | -19.4% | -12.5% |
| YTD | -19.5% | +5.9% | -25.4% | -23.5% |
| 1Y | -18.9% | +59.4% | -78.3% | -30.5% |
| All | -18.9% | +56.5% | -75.4% | -30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling