+44.6%
GOOG vs IAG
+119.5%
-74.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.1% | -0.8% |
| 7D | -2.1% | -0.5% | -1.6% | -2.1% |
| 30D | -6.8% | +28.9% | -35.7% | -9.1% |
| 3M | -9.1% | +19.1% | -28.2% | -10.8% |
| 6M | +10.7% | -10.3% | +21.0% | +10.1% |
| YTD | +7.1% | +24.2% | -17.1% | +3.2% |
| 1Y | +44.6% | +116.5% | -71.9% | +32.5% |
| All | +44.6% | +119.5% | -74.9% | +32.5% |
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