-40.9%
XE vs IAG
+19.0%
-59.9%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +2.1% | -12.0% | -11.2% |
| 7D | -4.6% | +1.7% | -6.3% | -6.0% |
| 30D | -16.4% | +11.4% | -27.8% | -23.5% |
| 3M | -15.5% | +33.0% | -48.5% | -33.6% |
| All | -40.9% | +19.0% | -59.9% | -49.4% |
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 · Available span rolling