+86.0%
HBAN vs IAG
+378.9%
-292.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -0.9% |
| 7D | -1.5% | +1.7% | -3.2% | -1.6% |
| 30D | -5.5% | +11.4% | -17.0% | -6.0% |
| 3M | -0.2% | +33.0% | -33.3% | -1.7% |
| 6M | +5.2% | -6.0% | +11.1% | +5.0% |
| YTD | -2.3% | +24.6% | -26.9% | -3.9% |
| 1Y | -2.2% | +105.0% | -107.2% | -6.0% |
| 3Y | +73.8% | +837.9% | -764.1% | +54.2% |
| 5Y | +35.2% | +817.0% | -781.7% | +17.6% |
| 10Y | +155.4% | +425.3% | -269.9% | +117.7% |
| All | +86.0% | +378.9% | -292.9% | +44.8% |
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