+43.2%
XLP vs IAG
+708.7%
-665.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.7% | +6.8% | +0.3% |
| 7D | +2.3% | +16.8% | -14.5% | +2.0% |
| 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% | +9.6% |
| YTD | +19.4% | +12.3% | +7.1% | +18.6% |
| 1Y | +22.4% | +39.2% | -16.9% | +20.5% |
| 3Y | +43.2% | +712.3% | -669.1% | +26.4% |
| All | +43.2% | +708.7% | -665.5% | +26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling