+1,568.2%
HD vs IAG
+377.5%
+1,190.7%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.0% |
| 7D | -2.1% | -0.5% | -1.5% | -2.0% |
| 30D | -8.4% | +28.9% | -37.3% | -9.4% |
| 3M | +4.3% | +19.1% | -14.8% | +3.5% |
| 6M | -11.1% | -10.3% | -0.9% | -11.1% |
| YTD | -4.7% | +24.2% | -28.9% | -5.9% |
| 1Y | -19.8% | +116.5% | -136.3% | -22.6% |
| 3Y | +4.1% | +742.8% | -738.7% | -5.7% |
| 5Y | +10.3% | +753.3% | -743.0% | -1.6% |
| 10Y | +203.2% | +403.2% | -200.0% | +168.6% |
| All | +1,568.2% | +377.5% | +1,190.7% | +1,214.6% |
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