+1,731.8%
HCA vs IAG
+3.6%
+1,728.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.1% | +2.8% | +4.8% |
| 7D | +4.9% | +1.7% | +3.2% | +4.9% |
| 30D | +1.9% | +11.4% | -9.6% | +1.4% |
| 3M | +12.7% | +33.0% | -20.3% | +11.4% |
| 6M | -22.3% | -6.0% | -16.4% | -22.4% |
| YTD | -9.3% | +24.6% | -33.9% | -10.6% |
| 1Y | +2.7% | +105.0% | -102.3% | -0.8% |
| 3Y | +57.8% | +837.9% | -780.1% | +42.0% |
| 5Y | +70.3% | +817.0% | -746.6% | +51.0% |
| 10Y | +499.7% | +425.3% | +74.3% | +428.8% |
| All | +1,731.8% | +3.6% | +1,728.2% | +1,782.4% |
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