-15.6%
XHB vs IAG
+94.1%
-109.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -2.1% |
| 7D | -5.2% | -4.1% | -1.2% | -4.8% |
| 30D | -12.1% | +10.6% | -22.8% | -13.2% |
| 3M | -6.2% | +35.4% | -41.6% | -9.9% |
| 6M | -6.7% | -9.5% | +2.8% | -8.0% |
| YTD | -5.5% | +21.8% | -27.3% | -7.6% |
| 1Y | -15.6% | +84.1% | -99.8% | -21.2% |
| All | -15.6% | +94.1% | -109.8% | -21.2% |
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