+13,447.0%
GOOG vs IAG
+231.6%
+13,215.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.1% |
| 7D | +1.1% | +4.3% | -3.2% | +0.8% |
| 30D | -5.1% | +9.8% | -14.8% | -5.6% |
| 3M | -7.1% | +28.9% | -36.0% | -8.6% |
| 6M | +12.7% | -7.6% | +20.2% | +12.6% |
| YTD | +7.1% | +22.0% | -14.9% | +5.1% |
| 1Y | +43.6% | +99.5% | -55.9% | +36.9% |
| 3Y | +146.8% | +818.3% | -671.5% | +114.1% |
| 5Y | +133.7% | +785.9% | -652.2% | +98.8% |
| 10Y | +773.3% | +381.1% | +392.2% | +639.8% |
| All | +13,447.0% | +231.6% | +13,215.4% | +9,814.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling