+135.0%
GOOG vs IAG
+796.9%
-661.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +0.8% |
| 7D | -2.5% | -4.1% | +1.6% | -2.2% |
| 30D | -3.6% | +10.6% | -14.2% | -4.5% |
| 3M | -6.4% | +35.4% | -41.8% | -8.9% |
| 6M | +7.8% | -9.5% | +17.3% | +7.8% |
| YTD | +5.5% | +21.8% | -16.3% | +2.7% |
| 1Y | +38.3% | +84.1% | -45.9% | +30.0% |
| 3Y | +143.1% | +817.4% | -674.3% | +101.1% |
| 5Y | +135.0% | +830.1% | -695.1% | +83.1% |
| All | +135.0% | +796.9% | -661.9% | +83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling