+92.0%
EXEL vs IAG
+56.5%
+35.4%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.2% | -9.6% | -0.9% |
| 7D | +9.8% | +1.1% | +8.7% | +9.4% |
| 30D | +23.6% | -5.3% | +28.9% | +24.3% |
| 3M | +29.9% | +18.0% | +11.9% | +25.5% |
| 6M | +64.7% | +7.1% | +57.6% | +60.4% |
| YTD | +66.0% | +5.9% | +60.0% | +55.2% |
| 1Y | +92.0% | +59.4% | +32.6% | +56.7% |
| All | +92.0% | +56.5% | +35.4% | +56.7% |
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