+72.4%
IBM vs IAG
+797.8%
-725.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -1.1% |
| 7D | +0.3% | +4.3% | -4.0% | +0.2% |
| 30D | -1.5% | +9.8% | -11.3% | -1.8% |
| 3M | -16.8% | +28.9% | -45.7% | -17.6% |
| 6M | -9.0% | -7.6% | -1.4% | -9.0% |
| YTD | -20.1% | +22.0% | -42.0% | -21.3% |
| 1Y | -7.0% | +99.5% | -106.5% | -11.3% |
| 3Y | +72.4% | +818.3% | -745.9% | +52.8% |
| All | +72.4% | +797.8% | -725.4% | +52.8% |
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 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