+1,233.4%
HON vs IAG
+368.9%
+864.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.2% | -0.5% |
| 7D | -0.8% | +4.3% | -5.1% | -1.1% |
| 30D | -15.2% | +9.8% | -24.9% | -15.8% |
| 3M | -6.0% | +28.9% | -34.9% | -7.7% |
| 6M | -14.9% | -7.6% | -7.3% | -14.9% |
| YTD | +3.2% | +22.0% | -18.8% | +1.0% |
| 1Y | 0.0% | +99.5% | -99.5% | -5.3% |
| 3Y | +21.5% | +818.3% | -796.8% | +2.5% |
| 5Y | +4.0% | +785.9% | -781.9% | -14.3% |
| 10Y | +138.4% | +381.1% | -242.7% | +93.9% |
| All | +1,233.4% | +368.9% | +864.6% | +881.2% |
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