+11,791.0%
GOOGL vs IAG
+185.6%
+11,605.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.0% | -1.0% |
| 7D | +3.9% | -7.7% | +11.5% | +4.3% |
| 30D | -14.9% | +1.6% | -16.5% | -15.1% |
| 3M | -14.6% | -2.4% | -12.1% | -14.6% |
| 6M | -26.4% | -7.8% | -18.6% | -26.4% |
| YTD | -5.3% | +5.0% | -10.4% | -6.4% |
| 1Y | +6.5% | +25.7% | -19.2% | +4.1% |
| 3Y | +126.0% | +694.5% | -568.4% | +97.7% |
| 5Y | +100.8% | +421.7% | -320.9% | +75.5% |
| 10Y | +673.8% | +382.5% | +291.3% | +557.1% |
| All | +11,791.0% | +185.6% | +11,605.4% | +8,676.8% |
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