+233.4%
XHB vs IAG
+389.3%
-155.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.3% | +0.7% |
| 7D | -0.2% | -7.7% | +7.5% | +0.4% |
| 30D | +9.9% | +1.6% | +8.4% | +9.7% |
| 3M | -6.3% | -2.4% | -3.9% | -6.3% |
| 6M | +3.8% | -7.8% | +11.7% | +3.9% |
| YTD | +0.1% | +5.0% | -4.9% | -1.2% |
| 1Y | -0.8% | +25.7% | -26.5% | -3.4% |
| 3Y | +35.6% | +694.5% | -658.9% | +13.1% |
| 5Y | +29.6% | +421.7% | -392.1% | +6.8% |
| All | +233.4% | +389.3% | -155.9% | +170.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling