+574.4%
EXEL vs IAG
+377.5%
+196.9%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | -0.1% |
| 7D | +8.4% | -0.5% | +8.9% | +8.4% |
| 30D | +4.1% | +28.9% | -24.8% | +2.4% |
| 3M | +12.4% | +19.1% | -6.7% | +10.9% |
| 6M | +41.5% | -10.3% | +51.8% | +41.7% |
| YTD | +34.6% | +24.2% | +10.4% | +31.9% |
| 1Y | +57.9% | +116.5% | -58.6% | +49.4% |
| 3Y | +159.5% | +742.8% | -583.3% | +121.7% |
| 5Y | +198.5% | +753.3% | -554.9% | +148.6% |
| 10Y | +411.4% | +403.2% | +8.2% | +318.8% |
| All | +574.4% | +377.5% | +196.9% | +441.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling