+20.7%
EXE vs IAG
+797.8%
-777.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.4% |
| 7D | -1.8% | +4.3% | -6.0% | -2.0% |
| 30D | +6.4% | +9.8% | -3.4% | +5.7% |
| 3M | +9.2% | +28.9% | -19.7% | +7.2% |
| 6M | -7.0% | -7.6% | +0.6% | -6.9% |
| YTD | -9.5% | +22.0% | -31.4% | -12.1% |
| 1Y | +6.2% | +99.5% | -93.3% | -1.9% |
| 3Y | +20.7% | +818.3% | -797.5% | -6.0% |
| All | +20.7% | +797.8% | -777.0% | -6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling