+141.6%
IBM vs IAG
+336.8%
-195.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.7% | +6.7% | +0.3% |
| 7D | -1.5% | +16.8% | -18.4% | -2.2% |
| 30D | +8.4% | -1.5% | +9.9% | +8.4% |
| 3M | +4.2% | +0.5% | +3.7% | +4.0% |
| 6M | +7.9% | -1.0% | +8.9% | +7.6% |
| YTD | -15.2% | +12.3% | -27.5% | -16.3% |
| 1Y | -18.7% | +39.2% | -58.0% | -20.6% |
| 3Y | +79.2% | +712.3% | -633.1% | +60.1% |
| 5Y | +144.7% | +484.2% | -339.5% | +116.7% |
| 10Y | +141.6% | +382.3% | -240.7% | +110.9% |
| All | +141.6% | +336.8% | -195.2% | +110.9% |
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