+54.7%
XLE vs IAG
+790.4%
-735.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.8% |
| 7D | +2.2% | -0.5% | +2.7% | +2.2% |
| 30D | +11.8% | +28.9% | -17.1% | +10.9% |
| 3M | +9.8% | +19.1% | -9.3% | +9.2% |
| 6M | +15.6% | -10.3% | +25.8% | +16.4% |
| YTD | +45.3% | +24.2% | +21.1% | +43.1% |
| 1Y | +48.3% | +116.5% | -68.2% | +40.3% |
| All | +54.7% | +790.4% | -735.7% | +26.9% |
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