+248.8%
XLF vs IAG
+427.6%
-178.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | +0.6% |
| 7D | -1.5% | -1.1% | -0.4% | -1.4% |
| 30D | -1.2% | +12.1% | -13.3% | -1.5% |
| 3M | +9.2% | +25.5% | -16.3% | +8.3% |
| 6M | +16.3% | -7.1% | +23.4% | +16.2% |
| YTD | +5.4% | +22.9% | -17.4% | +4.3% |
| 1Y | +7.6% | +83.3% | -75.7% | +5.0% |
| 3Y | +74.2% | +808.5% | -734.3% | +60.9% |
| 5Y | +66.1% | +838.0% | -771.8% | +50.9% |
| All | +248.8% | +427.6% | -178.8% | +219.7% |
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