+333.2%
GE vs IAG
+299.6%
+33.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.1% | +1.7% | -3.1% |
| 7D | +5.1% | -2.1% | +7.2% | +5.3% |
| 30D | +7.6% | -6.2% | +13.7% | +7.9% |
| 3M | -9.3% | -5.1% | -4.2% | -9.2% |
| 6M | +11.5% | -10.0% | +21.5% | +11.8% |
| YTD | +7.9% | +3.9% | +3.9% | +6.5% |
| 1Y | +7.6% | +18.9% | -11.2% | +5.2% |
| 3Y | +265.9% | +651.8% | -385.9% | +210.4% |
| 5Y | +405.9% | +416.3% | -10.3% | +328.4% |
| 10Y | +149.6% | +377.4% | -227.8% | +102.3% |
| All | +333.2% | +299.6% | +33.6% | +220.9% |
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