+168.1%
XLB vs IAG
+410.5%
-242.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.8% | +0.5% |
| 7D | -1.6% | +3.4% | -5.1% | -2.0% |
| 30D | +7.2% | -2.7% | +9.9% | +7.3% |
| 3M | 0.0% | -0.5% | +0.5% | -0.3% |
| 6M | +2.3% | -4.8% | +7.1% | +2.0% |
| YTD | +18.4% | +9.6% | +8.8% | +15.9% |
| 1Y | +23.3% | +32.2% | -8.9% | +18.6% |
| 3Y | +45.2% | +692.5% | -647.4% | +16.7% |
| 5Y | +31.0% | +447.6% | -416.6% | +4.0% |
| All | +168.1% | +410.5% | -242.3% | +109.1% |
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