+182.2%
NBIX vs IAG
+368.4%
-186.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.1% |
| 7D | -1.1% | -4.1% | +2.9% | -0.8% |
| 30D | -3.3% | +10.6% | -13.9% | -4.2% |
| 3M | -2.7% | +35.4% | -38.0% | -5.4% |
| 6M | +20.6% | -9.5% | +30.1% | +20.6% |
| YTD | +10.4% | +21.8% | -11.4% | +7.5% |
| 1Y | +10.8% | +84.1% | -73.3% | +4.1% |
| 3Y | +43.3% | +817.4% | -774.1% | +15.8% |
| 5Y | +61.8% | +830.1% | -768.2% | +26.7% |
| 10Y | +218.3% | +413.8% | -195.5% | +143.1% |
| All | +182.2% | +368.4% | -186.2% | +88.8% |
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