+132.3%
HON vs IAG
+427.6%
-295.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | +0.1% |
| 7D | -3.5% | -1.1% | -2.4% | -3.4% |
| 30D | -13.8% | +12.1% | -25.9% | -14.3% |
| 3M | -11.7% | +25.5% | -37.2% | -12.8% |
| 6M | -18.7% | -7.1% | -11.6% | -18.9% |
| YTD | +0.2% | +22.9% | -22.6% | -1.2% |
| 1Y | -3.1% | +83.3% | -86.4% | -6.1% |
| 3Y | +17.0% | +808.5% | -791.5% | +5.3% |
| 5Y | +2.0% | +838.0% | -835.9% | -10.1% |
| All | +132.3% | +427.6% | -295.3% | +106.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling