+170.7%
XLE vs IAG
+371.0%
-200.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.2% |
| 7D | 0.0% | +4.3% | -4.3% | -0.3% |
| 30D | +12.6% | +9.8% | +2.9% | +11.7% |
| 3M | +11.8% | +28.9% | -17.1% | +9.2% |
| 6M | +16.1% | -7.6% | +23.7% | +15.8% |
| YTD | +46.9% | +22.0% | +24.9% | +42.3% |
| 1Y | +53.3% | +99.5% | -46.2% | +41.4% |
| 3Y | +54.9% | +818.3% | -763.3% | +20.2% |
| 5Y | +225.7% | +785.9% | -560.2% | +144.6% |
| 10Y | +170.7% | +381.1% | -210.4% | +103.4% |
| All | +170.7% | +371.0% | -200.3% | +103.4% |
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