+33.4%
UBER vs IAG
+663.0%
-629.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.7% |
| 7D | +1.6% | -7.7% | +9.3% | +2.3% |
| 30D | +0.6% | +1.6% | -1.0% | +0.3% |
| 3M | -8.2% | -2.4% | -5.7% | -8.2% |
| 6M | -6.7% | -7.8% | +1.1% | -6.6% |
| YTD | -14.7% | +5.0% | -19.7% | -16.3% |
| 1Y | -24.1% | +25.7% | -49.8% | -26.6% |
| 3Y | +33.4% | +694.5% | -661.1% | +13.1% |
| All | +33.4% | +663.0% | -629.6% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling