-43.0%
QXO vs IAG
-10.0%
-33.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -2.4% |
| 7D | -8.7% | -4.1% | -4.6% | -7.1% |
| 30D | -21.0% | +10.6% | -31.6% | -24.8% |
| 3M | -18.4% | +35.4% | -53.8% | -30.4% |
| 6M | -43.0% | -9.5% | -33.5% | -41.7% |
| All | -43.0% | -10.0% | -33.0% | -41.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling