-34.4%
XE vs IAG
+16.5%
-50.9%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.8% | +9.9% | +9.3% |
| 7D | +4.0% | +4.3% | -0.2% | +0.7% |
| 30D | -15.5% | +9.8% | -25.2% | -21.9% |
| 3M | -14.6% | +28.9% | -43.5% | -31.2% |
| All | -34.4% | +16.5% | -50.9% | -42.9% |
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 · Available span rolling