+160.8%
EXEL vs IAG
+797.8%
-636.9%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -2.2% |
| 7D | +1.4% | +4.3% | -2.9% | +1.2% |
| 30D | +6.7% | +9.8% | -3.1% | +6.1% |
| 3M | +11.5% | +28.9% | -17.4% | +9.9% |
| 6M | +38.8% | -7.6% | +46.4% | +37.9% |
| YTD | +31.6% | +22.0% | +9.6% | +30.1% |
| 1Y | +53.0% | +99.5% | -46.5% | +51.1% |
| 3Y | +160.8% | +818.3% | -657.4% | +148.0% |
| All | +160.8% | +797.8% | -636.9% | +148.0% |
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