+61.6%
NBIX vs IAG
+820.9%
-759.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.3% |
| 7D | +0.4% | -1.1% | +1.4% | +0.4% |
| 30D | -0.2% | +12.1% | -12.3% | -1.1% |
| 3M | -4.0% | +25.5% | -29.5% | -5.9% |
| 6M | +20.6% | -7.1% | +27.7% | +20.2% |
| YTD | +10.1% | +22.9% | -12.7% | +7.8% |
| 1Y | +8.8% | +83.3% | -74.6% | +3.7% |
| 3Y | +42.5% | +808.5% | -766.0% | +23.7% |
| All | +61.6% | +820.9% | -759.4% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling