+363.1%
EXEL vs IAG
+423.2%
-60.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.6% | -1.5% |
| 7D | -2.9% | -4.1% | +1.2% | -2.7% |
| 30D | +11.9% | +10.6% | +1.3% | +11.4% |
| 3M | +9.2% | +35.4% | -26.2% | +7.8% |
| 6M | +39.1% | -9.5% | +48.6% | +38.9% |
| YTD | +31.0% | +21.8% | +9.2% | +29.6% |
| 1Y | +52.3% | +84.1% | -31.8% | +48.9% |
| 3Y | +159.7% | +817.4% | -657.6% | +139.3% |
| 5Y | +187.7% | +830.1% | -642.4% | +161.2% |
| All | +363.1% | +423.2% | -60.0% | +329.2% |
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