+1,059.7%
XLI vs IAG
+303.8%
+755.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.5% |
| 7D | +3.8% | -7.7% | +11.4% | +4.3% |
| 30D | +1.0% | +1.6% | -0.5% | +0.8% |
| 3M | -8.9% | -2.4% | -6.5% | -9.0% |
| 6M | -2.3% | -7.8% | +5.5% | -2.3% |
| YTD | +9.7% | +5.0% | +4.6% | +8.1% |
| 1Y | +12.3% | +25.7% | -13.4% | +9.3% |
| 3Y | +71.5% | +694.5% | -623.0% | +44.8% |
| 5Y | +70.2% | +421.7% | -351.5% | +43.8% |
| 10Y | +227.5% | +382.5% | -155.0% | +164.1% |
| All | +1,059.7% | +303.8% | +755.9% | +739.8% |
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