+217.2%
HPQ vs IAG
+423.2%
-206.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.1% |
| 7D | +3.5% | -4.1% | +7.6% | +3.7% |
| 30D | +13.7% | +10.6% | +3.1% | +13.1% |
| 3M | +33.9% | +35.4% | -1.5% | +31.8% |
| 6M | +80.9% | -9.5% | +90.5% | +80.9% |
| YTD | +52.6% | +21.8% | +30.7% | +50.0% |
| 1Y | +21.2% | +84.1% | -62.9% | +16.6% |
| 3Y | +26.9% | +817.4% | -790.5% | +10.6% |
| 5Y | +41.1% | +830.1% | -789.0% | +19.6% |
| All | +217.2% | +423.2% | -206.0% | +174.5% |
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