+43.8%
XLP vs IAG
+473.8%
-429.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | +3.5% | +4.5% | -1.1% | +3.3% |
| 30D | +11.6% | -5.7% | +17.2% | +11.7% |
| 3M | +7.6% | +10.1% | -2.5% | +7.0% |
| 6M | +10.0% | +7.3% | +2.7% | +9.3% |
| YTD | +19.7% | +6.1% | +13.6% | +18.5% |
| 1Y | +23.5% | +46.8% | -23.4% | +20.2% |
| 3Y | +44.0% | +573.1% | -529.1% | +26.6% |
| All | +43.8% | +473.8% | -429.9% | +22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling