+178.7%
XHB vs IAG
+140.4%
+38.3%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.1% |
| 7D | -1.3% | -0.5% | -0.8% | -1.3% |
| 30D | -6.9% | +28.9% | -35.8% | -8.9% |
| 3M | -1.3% | +19.1% | -20.4% | -3.0% |
| 6M | -6.8% | -10.3% | +3.5% | -6.6% |
| YTD | +0.7% | +24.2% | -23.5% | -2.1% |
| 1Y | -11.2% | +116.5% | -127.7% | -17.8% |
| 3Y | +25.3% | +742.8% | -717.5% | +1.2% |
| 5Y | +37.3% | +753.3% | -716.0% | +7.3% |
| 10Y | +211.5% | +403.2% | -191.7% | +138.8% |
| All | +178.7% | +140.4% | +38.3% | +84.4% |
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