+734.5%
XLB vs IAG
+377.5%
+357.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.1% |
| 7D | -1.4% | -0.5% | -0.9% | -1.4% |
| 30D | -0.4% | +28.9% | -29.3% | -3.6% |
| 3M | +2.0% | +19.1% | -17.2% | -0.7% |
| 6M | +1.8% | -10.3% | +12.1% | +2.1% |
| YTD | +16.6% | +24.2% | -7.6% | +11.8% |
| 1Y | +16.9% | +116.5% | -99.5% | +4.3% |
| 3Y | +32.6% | +742.8% | -710.2% | -3.3% |
| 5Y | +35.6% | +753.3% | -717.7% | -5.4% |
| 10Y | +160.0% | +403.2% | -243.2% | +74.9% |
| All | +734.5% | +377.5% | +357.1% | +347.6% |
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