-2.5%
IBM vs IAG
+119.5%
-122.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.1% |
| 7D | -0.3% | -0.5% | +0.2% | -0.3% |
| 30D | +0.3% | +28.9% | -28.6% | +0.4% |
| 3M | -21.6% | +19.1% | -40.7% | -21.3% |
| 6M | -4.7% | -10.3% | +5.6% | -5.3% |
| YTD | -19.1% | +24.2% | -43.3% | -19.2% |
| 1Y | -2.5% | +116.5% | -119.0% | -2.8% |
| All | -2.5% | +119.5% | -122.0% | -2.8% |
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