+8.0%
XEL vs IAG
+119.5%
-111.5%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.7% |
| 7D | -1.0% | -0.5% | -0.4% | -0.9% |
| 30D | -1.9% | +28.9% | -30.8% | -2.9% |
| 3M | -1.9% | +19.1% | -21.0% | -2.6% |
| 6M | -7.4% | -10.3% | +2.8% | -7.3% |
| YTD | +4.1% | +24.2% | -20.1% | +2.9% |
| 1Y | +8.0% | +116.5% | -108.4% | +9.2% |
| All | +8.0% | +119.5% | -111.5% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling