-2.8%
XLC vs IAG
+102.4%
-105.2%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.8% | -0.7% |
| 7D | -1.4% | +1.7% | -3.1% | -1.5% |
| 30D | -0.9% | +11.4% | -12.3% | -1.4% |
| 3M | -0.3% | +33.0% | -33.4% | -1.7% |
| 6M | -5.2% | -6.0% | +0.8% | -5.6% |
| YTD | -5.3% | +24.6% | -29.9% | -6.5% |
| 1Y | -2.8% | +105.0% | -107.8% | -6.7% |
| All | -2.8% | +102.4% | -105.2% | -6.7% |
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