+159.7%
GILD vs IAG
+427.6%
-267.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.8% |
| 7D | -4.8% | -1.1% | -3.7% | -4.8% |
| 30D | +5.8% | +12.1% | -6.3% | +5.4% |
| 3M | +14.9% | +25.5% | -10.6% | +14.0% |
| 6M | -0.4% | -7.1% | +6.8% | -0.4% |
| YTD | +18.5% | +22.9% | -4.3% | +17.4% |
| 1Y | +25.1% | +83.3% | -58.2% | +22.4% |
| 3Y | +105.9% | +808.5% | -702.6% | +88.7% |
| 5Y | +143.0% | +838.0% | -695.0% | +118.5% |
| All | +159.7% | +427.6% | -267.9% | +133.9% |
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 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