+134.5%
IBM vs IAG
+423.2%
-288.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -2.4% |
| 7D | -0.3% | -4.1% | +3.8% | -0.1% |
| 30D | -1.8% | +10.6% | -12.5% | -2.2% |
| 3M | -13.5% | +35.4% | -48.8% | -14.6% |
| 6M | -5.1% | -9.5% | +4.4% | -5.1% |
| YTD | -19.4% | +21.8% | -41.2% | -20.6% |
| 1Y | -6.5% | +84.1% | -90.7% | -9.7% |
| 3Y | +73.8% | +817.4% | -743.5% | +55.7% |
| 5Y | +116.3% | +830.1% | -713.8% | +90.0% |
| All | +134.5% | +423.2% | -288.7% | +108.7% |
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