+147.3%
IBM vs IAG
+389.3%
-242.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | 0.0% | +1.0% |
| 7D | +1.6% | -7.7% | +9.2% | +1.9% |
| 30D | +9.2% | +1.6% | +7.6% | +9.0% |
| 3M | +4.9% | -2.4% | +7.4% | +4.9% |
| 6M | +16.8% | -7.8% | +24.6% | +16.8% |
| YTD | -14.3% | +5.0% | -19.3% | -15.2% |
| 1Y | -16.7% | +25.7% | -42.4% | -18.3% |
| 3Y | +82.2% | +694.5% | -612.3% | +62.8% |
| 5Y | +149.9% | +421.7% | -271.7% | +122.1% |
| All | +147.3% | +389.3% | -242.0% | +115.2% |
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 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