+6,808.5%
ORLY vs IAG
+378.9%
+6,429.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | +0.2% |
| 7D | -1.0% | +1.7% | -2.7% | -1.1% |
| 30D | -6.7% | +11.4% | -18.1% | -7.0% |
| 3M | -3.8% | +33.0% | -36.8% | -4.8% |
| 6M | -9.0% | -6.0% | -3.0% | -9.1% |
| YTD | -5.6% | +24.6% | -30.2% | -6.7% |
| 1Y | -19.5% | +105.0% | -124.5% | -21.8% |
| 3Y | +34.7% | +837.9% | -803.2% | +23.6% |
| 5Y | +118.0% | +817.0% | -698.9% | +97.4% |
| 10Y | +364.1% | +425.3% | -61.2% | +317.8% |
| All | +6,808.5% | +378.9% | +6,429.6% | +6,038.7% |
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