+236.1%
EXEL vs IAG
+708.7%
-472.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.7% | +5.0% | -1.3% |
| 7D | -2.4% | +16.8% | -19.2% | -3.2% |
| 30D | +17.9% | -1.5% | +19.4% | +17.9% |
| 3M | +33.3% | +0.5% | +32.8% | +33.1% |
| 6M | +46.6% | -1.0% | +47.5% | +45.9% |
| YTD | +61.0% | +12.3% | +48.7% | +59.7% |
| 1Y | +70.4% | +39.2% | +31.2% | +68.9% |
| 3Y | +236.1% | +712.3% | -476.2% | +209.0% |
| All | +236.1% | +708.7% | -472.6% | +209.0% |
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