-40.3%
LULU vs IAG
+86.2%
-126.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.3% | +2.1% |
| 7D | -1.6% | -1.1% | -0.6% | -1.6% |
| 30D | -18.1% | +12.1% | -30.2% | -18.9% |
| 3M | -18.8% | +25.5% | -44.3% | -20.4% |
| 6M | -39.2% | -7.1% | -32.1% | -39.9% |
| YTD | -52.4% | +22.9% | -75.2% | -52.7% |
| 1Y | -40.3% | +83.3% | -123.6% | -44.4% |
| All | -40.3% | +86.2% | -126.5% | -44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling