+53.3%
XLE vs IAG
+100.7%
-47.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.0% |
| 7D | 0.0% | +4.3% | -4.3% | +0.2% |
| 30D | +12.6% | +9.8% | +2.9% | +13.1% |
| 3M | +11.8% | +28.9% | -17.1% | +13.1% |
| 6M | +16.1% | -7.6% | +23.7% | +18.0% |
| YTD | +46.9% | +22.0% | +24.9% | +48.1% |
| 1Y | +53.3% | +99.5% | -46.2% | +54.2% |
| All | +53.3% | +100.7% | -47.4% | +54.2% |
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 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