+417.9%
GE vs IAG
+804.8%
-386.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.1% | -5.0% | -3.1% |
| 7D | -1.2% | +1.7% | -2.9% | -1.4% |
| 30D | -11.3% | +11.4% | -22.7% | -12.5% |
| 3M | -1.4% | +33.0% | -34.4% | -5.1% |
| 6M | +1.2% | -6.0% | +7.2% | +0.8% |
| YTD | +5.9% | +24.6% | -18.6% | +1.8% |
| 1Y | +18.4% | +105.0% | -86.6% | +7.1% |
| 3Y | +271.0% | +837.9% | -566.9% | +176.6% |
| 5Y | +417.9% | +817.0% | -399.0% | +258.4% |
| All | +417.9% | +804.8% | -386.9% | +258.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling