+50.0%
EXPE vs IAG
+56.5%
-6.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +10.2% | +0.3% | +10.2% |
| 7D | +14.6% | +1.1% | +13.5% | +14.3% |
| 30D | +21.4% | -5.3% | +26.7% | +21.2% |
| 3M | +1.4% | +18.0% | -16.7% | +1.5% |
| 6M | +28.6% | +7.1% | +21.5% | +28.7% |
| YTD | +12.1% | +5.9% | +6.2% | +6.8% |
| 1Y | +50.0% | +59.4% | -9.4% | +16.1% |
| All | +50.0% | +56.5% | -6.5% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling