+36.5%
XLB vs IAG
+766.8%
-730.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.9% | -0.7% |
| 7D | -0.2% | +4.3% | -4.5% | -0.8% |
| 30D | -1.7% | +9.8% | -11.5% | -2.9% |
| 3M | +4.4% | +28.9% | -24.6% | +0.8% |
| 6M | +5.0% | -7.6% | +12.6% | +4.9% |
| YTD | +15.5% | +22.0% | -6.5% | +11.3% |
| 1Y | +14.9% | +99.5% | -84.6% | +4.4% |
| 3Y | +34.5% | +818.3% | -783.7% | -1.0% |
| 5Y | +36.5% | +785.9% | -749.4% | -5.9% |
| All | +36.5% | +766.8% | -730.3% | -5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling