+147.5%
GE vs IAG
+427.6%
-280.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.2% |
| 7D | -4.0% | -1.1% | -2.9% | -3.9% |
| 30D | -11.4% | +12.1% | -23.5% | -12.2% |
| 3M | -2.6% | +25.5% | -28.1% | -4.4% |
| 6M | -0.3% | -7.1% | +6.8% | -0.5% |
| YTD | +5.4% | +22.9% | -17.5% | +3.0% |
| 1Y | +15.5% | +83.3% | -67.8% | +10.0% |
| 3Y | +260.8% | +808.5% | -547.8% | +210.8% |
| 5Y | +421.6% | +838.0% | -416.3% | +339.1% |
| All | +147.5% | +427.6% | -280.1% | +108.0% |
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 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