+340.8%
GE vs IAG
+377.5%
-36.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.2% |
| 7D | -1.6% | -0.5% | -1.1% | -1.6% |
| 30D | -11.6% | +28.9% | -40.5% | -13.3% |
| 3M | +3.0% | +19.1% | -16.1% | +1.4% |
| 6M | -0.5% | -10.3% | +9.7% | -0.3% |
| YTD | +9.7% | +24.2% | -14.5% | +7.1% |
| 1Y | +20.0% | +116.5% | -96.5% | +12.4% |
| 3Y | +275.8% | +742.8% | -467.0% | +216.1% |
| 5Y | +429.1% | +753.3% | -324.3% | +334.2% |
| 10Y | +151.2% | +403.2% | -252.0% | +102.1% |
| All | +340.8% | +377.5% | -36.7% | +222.7% |
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