+72.3%
XLC vs IAG
+797.8%
-725.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.4% | -0.4% |
| 7D | +0.6% | +4.3% | -3.7% | +0.3% |
| 30D | +0.2% | +9.8% | -9.5% | -0.4% |
| 3M | +0.6% | +28.9% | -28.3% | -1.1% |
| 6M | -4.5% | -7.6% | +3.1% | -4.6% |
| YTD | -4.7% | +22.0% | -26.7% | -6.7% |
| 1Y | -1.7% | +99.5% | -101.2% | -7.0% |
| 3Y | +72.3% | +818.3% | -746.0% | +46.9% |
| All | +72.3% | +797.8% | -725.5% | +46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling