+332.0%
XLF vs IAG
+368.9%
-36.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.3% |
| 7D | +0.2% | +4.3% | -4.1% | 0.0% |
| 30D | -0.5% | +9.8% | -10.3% | -1.1% |
| 3M | +10.6% | +28.9% | -18.3% | +8.9% |
| 6M | +14.3% | -7.6% | +21.9% | +14.2% |
| YTD | +5.5% | +22.0% | -16.4% | +3.5% |
| 1Y | +9.6% | +99.5% | -89.9% | +4.4% |
| 3Y | +75.2% | +818.3% | -743.1% | +51.2% |
| 5Y | +65.5% | +785.9% | -720.4% | +40.1% |
| 10Y | +246.4% | +381.1% | -134.7% | +189.3% |
| All | +332.0% | +368.9% | -36.8% | +225.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling