+1,163.7%
XEL vs IAG
+368.9%
+794.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +1.6% |
| 7D | +1.3% | +4.3% | -2.9% | +1.1% |
| 30D | -1.5% | +9.8% | -11.3% | -2.1% |
| 3M | -0.2% | +28.9% | -29.1% | -1.8% |
| 6M | -5.4% | -7.6% | +2.1% | -5.5% |
| YTD | +5.6% | +22.0% | -16.3% | +3.6% |
| 1Y | +10.5% | +99.5% | -89.1% | +5.2% |
| 3Y | +49.2% | +818.3% | -769.1% | +28.5% |
| 5Y | +30.1% | +785.9% | -755.8% | +10.1% |
| 10Y | +146.7% | +381.1% | -234.4% | +107.3% |
| All | +1,163.7% | +368.9% | +794.8% | +855.8% |
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