+43.3%
XLP vs IAG
+461.2%
-417.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.5% |
| 7D | -0.5% | +3.4% | -4.0% | -0.7% |
| 30D | +8.3% | -2.7% | +11.0% | +8.3% |
| 3M | +8.7% | -0.5% | +9.2% | +8.5% |
| 6M | +11.2% | -4.8% | +16.0% | +11.1% |
| YTD | +20.0% | +9.6% | +10.4% | +18.6% |
| 1Y | +21.3% | +32.2% | -10.8% | +18.8% |
| 3Y | +43.8% | +692.5% | -648.7% | +25.3% |
| 5Y | +43.3% | +447.6% | -404.3% | +22.6% |
| All | +43.3% | +461.2% | -417.9% | +22.6% |
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 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