+135.4%
XLP vs IAG
+336.8%
-201.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.7% | +6.8% | +0.4% |
| 7D | +2.3% | +16.8% | -14.5% | +1.7% |
| 30D | +9.1% | -1.5% | +10.6% | +9.1% |
| 3M | +7.9% | +0.5% | +7.4% | +7.7% |
| 6M | +9.6% | -1.0% | +10.6% | +9.3% |
| YTD | +19.4% | +12.3% | +7.1% | +18.0% |
| 1Y | +22.4% | +39.2% | -16.9% | +19.8% |
| 3Y | +43.2% | +712.3% | -669.1% | +28.0% |
| 5Y | +42.6% | +484.2% | -441.7% | +26.4% |
| 10Y | +135.4% | +382.3% | -246.9% | +104.6% |
| All | +135.4% | +336.8% | -201.4% | +104.6% |
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