+40.1%
GILD vs IAG
+42.5%
-2.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.1% | -4.0% |
| 7D | +1.2% | +4.5% | -3.4% | +0.9% |
| 30D | +16.2% | -5.7% | +21.8% | +16.4% |
| 3M | +27.9% | +10.1% | +17.8% | +26.7% |
| 6M | +27.1% | +7.3% | +19.8% | +25.8% |
| YTD | +39.0% | +6.1% | +32.9% | +38.9% |
| 1Y | +40.1% | +46.8% | -6.7% | +38.7% |
| All | +40.1% | +42.5% | -2.4% | +38.7% |
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 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