+81.2%
IBM vs IAG
+708.6%
-627.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.2% | -8.1% | -1.1% |
| 7D | -5.0% | +21.4% | -26.4% | -5.7% |
| 30D | +11.1% | +4.0% | +7.1% | +10.9% |
| 3M | +5.7% | +17.0% | -11.3% | +5.0% |
| 6M | +10.1% | +1.4% | +8.7% | +9.9% |
| YTD | -15.6% | +13.8% | -29.4% | -16.9% |
| 1Y | -19.5% | +55.8% | -75.4% | -22.2% |
| All | +81.2% | +708.6% | -627.4% | +58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling