+82.2%
UBER vs IAG
+729.1%
-646.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | 0.0% |
| 7D | -3.9% | -0.5% | -3.3% | -3.9% |
| 30D | +11.1% | +28.9% | -17.8% | +8.1% |
| 3M | +4.9% | +19.1% | -14.2% | +2.6% |
| 6M | -1.2% | -10.3% | +9.1% | -1.0% |
| YTD | -7.3% | +24.2% | -31.5% | -11.0% |
| 1Y | -17.6% | +116.5% | -134.1% | -26.0% |
| 3Y | +61.1% | +742.8% | -681.7% | +19.1% |
| 5Y | +87.9% | +753.3% | -665.4% | +31.8% |
| All | +82.2% | +729.1% | -646.9% | +20.5% |
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 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