+208.9%
XHB vs IAG
+427.6%
-218.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.5% |
| 7D | -4.6% | -1.1% | -3.6% | -4.6% |
| 30D | -9.1% | +12.1% | -21.2% | -9.9% |
| 3M | -8.6% | +25.5% | -34.1% | -10.3% |
| 6M | -4.0% | -7.1% | +3.1% | -4.2% |
| YTD | -3.9% | +22.9% | -26.8% | -6.1% |
| 1Y | -16.5% | +83.3% | -99.8% | -20.7% |
| 3Y | +22.6% | +808.5% | -785.9% | +2.2% |
| 5Y | +33.9% | +838.0% | -804.0% | +7.9% |
| All | +208.9% | +427.6% | -218.7% | +151.8% |
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 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