+124.6%
XLP vs IAG
+365.5%
-240.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.2% | -8.5% | -1.5% |
| 7D | +0.7% | +21.4% | -20.7% | 0.0% |
| 30D | +10.3% | +4.0% | +6.2% | +10.0% |
| 3M | +6.5% | +17.0% | -10.5% | +5.7% |
| 6M | +8.4% | +1.4% | +7.0% | +8.0% |
| YTD | +18.2% | +13.8% | +4.4% | +16.7% |
| 1Y | +22.4% | +55.8% | -33.4% | +19.3% |
| 3Y | +41.9% | +647.4% | -605.5% | +27.1% |
| 5Y | +40.9% | +519.1% | -478.3% | +24.4% |
| All | +124.6% | +365.5% | -240.9% | +93.6% |
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