+164.2%
XLB vs IAG
+389.3%
-225.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | +0.5% | -7.7% | +8.2% | +1.3% |
| 30D | +5.2% | +1.6% | +3.6% | +4.8% |
| 3M | +0.3% | -2.4% | +2.7% | +0.2% |
| 6M | +1.2% | -7.8% | +9.0% | +1.2% |
| YTD | +16.6% | +5.0% | +11.6% | +14.6% |
| 1Y | +21.4% | +25.7% | -4.2% | +17.4% |
| 3Y | +43.2% | +694.5% | -651.3% | +15.2% |
| 5Y | +28.0% | +421.7% | -393.6% | +2.1% |
| All | +164.2% | +389.3% | -225.1% | +106.8% |
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