+192.5%
JNJ vs IAG
+427.6%
-235.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.3% |
| 7D | -3.5% | -1.1% | -2.4% | -3.5% |
| 30D | +2.3% | +12.1% | -9.8% | +2.1% |
| 3M | +12.0% | +25.5% | -13.5% | +11.5% |
| 6M | +10.5% | -7.1% | +17.6% | +10.4% |
| YTD | +30.4% | +22.9% | +7.5% | +29.7% |
| 1Y | +52.1% | +83.3% | -31.2% | +50.3% |
| 3Y | +77.8% | +808.5% | -730.7% | +70.4% |
| 5Y | +82.9% | +838.0% | -755.1% | +73.7% |
| All | +192.5% | +427.6% | -235.1% | +179.3% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling