+20.9%
XLB vs IAG
+25.8%
-4.9%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.1% | +3.9% | -0.5% |
| 7D | 0.0% | -2.1% | +2.1% | +0.2% |
| 30D | +5.3% | -6.2% | +11.5% | +5.9% |
| 3M | 0.0% | -5.1% | +5.1% | +0.2% |
| 6M | +1.2% | -10.0% | +11.2% | +1.4% |
| YTD | +16.9% | +3.9% | +13.0% | +14.6% |
| 1Y | +20.9% | +18.9% | +2.0% | +14.7% |
| All | +20.9% | +25.8% | -4.9% | +14.7% |
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