+37.6%
XLC vs IAG
+804.8%
-767.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.8% | -0.8% |
| 7D | -1.4% | +1.7% | -3.1% | -1.5% |
| 30D | -0.9% | +11.4% | -12.3% | -1.7% |
| 3M | -0.3% | +33.0% | -33.4% | -2.5% |
| 6M | -5.2% | -6.0% | +0.8% | -5.4% |
| YTD | -5.3% | +24.6% | -29.9% | -7.7% |
| 1Y | -2.8% | +105.0% | -107.8% | -9.0% |
| 3Y | +71.2% | +837.9% | -766.7% | +39.9% |
| 5Y | +37.6% | +817.0% | -779.4% | +7.9% |
| All | +37.6% | +804.8% | -767.3% | +7.9% |
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