+141.3%
XLC vs IAG
+247.6%
-106.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +0.7% |
| 7D | -1.7% | -4.1% | +2.4% | -1.4% |
| 30D | +0.2% | +10.6% | -10.4% | -0.5% |
| 3M | +0.7% | +35.4% | -34.7% | -1.4% |
| 6M | -4.5% | -9.5% | +5.1% | -4.4% |
| YTD | -4.7% | +21.8% | -26.6% | -6.7% |
| 1Y | -1.5% | +84.1% | -85.6% | -6.2% |
| 3Y | +72.2% | +817.4% | -745.1% | +46.1% |
| 5Y | +39.3% | +830.1% | -790.8% | +14.7% |
| All | +141.3% | +247.6% | -106.3% | +101.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling