+316.7%
EXEL vs IAG
+384.2%
-67.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.1% | +3.9% | -1.0% |
| 7D | +1.6% | -2.1% | +3.7% | +1.7% |
| 30D | +17.4% | -6.2% | +23.5% | +17.6% |
| 3M | +38.6% | -5.1% | +43.8% | +38.7% |
| 6M | +41.2% | -10.0% | +51.2% | +41.3% |
| YTD | +59.3% | +3.9% | +55.4% | +58.3% |
| 1Y | +60.2% | +18.9% | +41.4% | +58.5% |
| 3Y | +232.6% | +651.8% | -419.2% | +205.8% |
| 5Y | +285.9% | +416.3% | -130.4% | +253.5% |
| All | +316.7% | +384.2% | -67.5% | +278.1% |
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