+448.8%
IBM vs IAG
+377.5%
+71.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.2% |
| 7D | -0.3% | -0.5% | +0.2% | -0.3% |
| 30D | +0.3% | +28.9% | -28.6% | -0.9% |
| 3M | -21.6% | +19.1% | -40.7% | -22.4% |
| 6M | -4.7% | -10.3% | +5.6% | -4.7% |
| YTD | -19.1% | +24.2% | -43.3% | -20.5% |
| 1Y | -2.5% | +116.5% | -119.0% | -6.9% |
| 3Y | +74.2% | +742.8% | -668.6% | +54.1% |
| 5Y | +113.1% | +753.3% | -640.2% | +85.1% |
| 10Y | +133.5% | +403.2% | -269.7% | +100.4% |
| All | +448.8% | +377.5% | +71.3% | +332.6% |
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