+140.1%
GOOGL vs IAG
+820.9%
-680.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +0.9% | +1.7% |
| 7D | 0.0% | -1.1% | +1.1% | +0.1% |
| 30D | -1.4% | +12.1% | -13.5% | -2.4% |
| 3M | -5.3% | +25.5% | -30.9% | -7.3% |
| 6M | +9.8% | -7.1% | +16.9% | +9.6% |
| YTD | +8.4% | +22.9% | -14.5% | +5.4% |
| 1Y | +41.2% | +83.3% | -42.2% | +32.8% |
| 3Y | +149.6% | +808.5% | -658.9% | +106.7% |
| All | +140.1% | +820.9% | -680.8% | +89.7% |
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