+34.5%
QXO vs IAG
+427.6%
-393.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | +0.1% |
| 7D | -7.8% | -1.1% | -6.7% | -7.7% |
| 30D | -18.1% | +12.1% | -30.2% | -19.2% |
| 3M | -25.8% | +25.5% | -51.3% | -27.7% |
| 6M | -41.7% | -7.1% | -34.6% | -41.7% |
| YTD | -36.2% | +22.9% | -59.0% | -37.7% |
| 1Y | -42.1% | +83.3% | -125.4% | -45.3% |
| 3Y | -46.2% | +808.5% | -854.7% | -57.3% |
| 5Y | -70.7% | +838.0% | -908.7% | -77.9% |
| All | +34.5% | +427.6% | -393.1% | +9.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling