+18.7%
HPQ vs IAG
+119.5%
-100.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +2.2% |
| 7D | +6.9% | -0.5% | +7.5% | +6.9% |
| 30D | +14.4% | +28.9% | -14.4% | +14.0% |
| 3M | +25.6% | +19.1% | +6.5% | +25.4% |
| 6M | +75.0% | -10.3% | +85.3% | +76.3% |
| YTD | +50.7% | +24.2% | +26.5% | +48.3% |
| 1Y | +18.7% | +116.5% | -97.8% | +8.2% |
| All | +18.7% | +119.5% | -100.9% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling