+2,682.4%
XLK vs IAG
+378.9%
+2,303.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.1% |
| 7D | +2.3% | +1.7% | +0.6% | +2.2% |
| 30D | +0.8% | +11.4% | -10.6% | 0.0% |
| 3M | +4.1% | +33.0% | -29.0% | +1.8% |
| 6M | +34.8% | -6.0% | +40.7% | +34.6% |
| YTD | +30.8% | +24.6% | +6.3% | +27.9% |
| 1Y | +42.4% | +105.0% | -62.6% | +34.6% |
| 3Y | +121.8% | +837.9% | -716.1% | +87.9% |
| 5Y | +146.6% | +817.0% | -670.4% | +104.3% |
| 10Y | +804.3% | +425.3% | +378.9% | +641.3% |
| All | +2,682.4% | +378.9% | +2,303.6% | +1,972.1% |
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