+472.4%
IBM vs IAG
+337.4%
+135.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.2% | -8.1% | -1.2% |
| 7D | -5.0% | +21.4% | -26.4% | -5.8% |
| 30D | +11.1% | +4.0% | +7.1% | +10.8% |
| 3M | +5.7% | +17.0% | -11.3% | +4.8% |
| 6M | +10.1% | +1.4% | +8.7% | +9.6% |
| YTD | -15.6% | +13.8% | -29.4% | -16.8% |
| 1Y | -19.5% | +55.8% | -75.4% | -21.9% |
| 3Y | +80.4% | +647.4% | -567.0% | +60.5% |
| 5Y | +140.0% | +519.1% | -379.1% | +111.4% |
| 10Y | +155.0% | +345.6% | -190.6% | +120.2% |
| All | +472.4% | +337.4% | +135.0% | +352.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling