+904.2%
XLE vs IAG
+337.4%
+566.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.2% | -7.2% | -0.9% |
| 7D | -12.0% | +21.4% | -33.4% | -14.2% |
| 30D | -2.7% | +4.0% | -6.8% | -3.6% |
| 3M | +6.6% | +17.0% | -10.5% | +3.6% |
| 6M | +9.5% | +1.4% | +8.1% | +7.7% |
| YTD | +40.6% | +13.8% | +26.8% | +34.1% |
| 1Y | +43.6% | +55.8% | -12.2% | +31.0% |
| 3Y | +58.1% | +647.4% | -589.3% | +11.0% |
| 5Y | +152.2% | +519.1% | -367.0% | +73.2% |
| 10Y | +172.9% | +345.6% | -172.7% | +76.2% |
| All | +904.2% | +337.4% | +566.8% | +385.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling