+163.9%
XLE vs IAG
+326.7%
-162.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.8% | -5.2% | +0.1% |
| 7D | -7.9% | +24.0% | -31.9% | -9.4% |
| 30D | -4.8% | +5.5% | -10.4% | -5.4% |
| 3M | +8.4% | +8.3% | +0.1% | +7.4% |
| 6M | +12.7% | +6.1% | +6.6% | +11.3% |
| YTD | +41.3% | +20.3% | +21.0% | +36.8% |
| 1Y | +42.3% | +56.5% | -14.2% | +34.4% |
| 3Y | +65.1% | +762.6% | -697.5% | +29.0% |
| 5Y | +150.2% | +546.3% | -396.1% | +92.3% |
| 10Y | +163.9% | +356.1% | -192.2% | +101.2% |
| All | +163.9% | +326.7% | -162.7% | +101.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling