-8.6%
QXO vs IAG
+69.4%
-78.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -3.1% |
| 7D | -8.7% | -4.1% | -4.6% | -8.4% |
| 30D | -21.0% | +10.6% | -31.6% | -21.7% |
| 3M | -18.4% | +35.4% | -53.8% | -20.6% |
| 6M | -43.0% | -9.5% | -33.5% | -42.9% |
| YTD | -36.3% | +21.8% | -58.1% | -37.5% |
| 1Y | -42.8% | +84.1% | -126.9% | -45.5% |
| 3Y | -45.8% | +817.4% | -863.1% | -55.3% |
| 5Y | -70.8% | +830.1% | -900.9% | -76.7% |
| 10Y | +36.3% | +413.8% | -377.5% | +11.0% |
| All | -8.6% | +69.4% | -78.0% | +52.9% |
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 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