+3.6%
GOOG vs IAG
+56.5%
-52.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +10.2% | -7.0% | +2.2% |
| 7D | -10.7% | +1.1% | -11.8% | -10.9% |
| 30D | -16.4% | -5.3% | -11.2% | -16.2% |
| 3M | -23.4% | +18.0% | -41.4% | -24.9% |
| 6M | -24.2% | +7.1% | -31.3% | -25.1% |
| YTD | -8.3% | +5.9% | -14.2% | -10.4% |
| 1Y | +3.6% | +59.4% | -55.8% | -8.5% |
| All | +3.6% | +56.5% | -52.9% | -8.5% |
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