+311.7%
EXEL vs IAG
+389.3%
-77.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.2% |
| 7D | -0.8% | -7.7% | +6.9% | -0.5% |
| 30D | +13.1% | +1.6% | +11.5% | +13.0% |
| 3M | +36.3% | -2.4% | +38.8% | +36.3% |
| 6M | +34.5% | -7.8% | +42.4% | +34.5% |
| YTD | +57.4% | +5.0% | +52.4% | +56.3% |
| 1Y | +62.9% | +25.7% | +37.2% | +60.9% |
| 3Y | +229.5% | +694.5% | -465.0% | +202.4% |
| 5Y | +281.2% | +421.7% | -140.5% | +249.0% |
| All | +311.7% | +389.3% | -77.6% | +273.4% |
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