+707.6%
XLP vs IAG
+308.0%
+399.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.1% |
| 6M | +10.0% | +7.3% | +2.7% | +9.4% |
| YTD | +19.7% | +6.1% | +13.6% | +18.8% |
| 1Y | +23.5% | +46.8% | -23.4% | +21.1% |
| 3Y | +44.0% | +573.1% | -529.1% | +32.6% |
| 5Y | +42.7% | +477.6% | -434.9% | +30.3% |
| 10Y | +131.3% | +315.7% | -184.3% | +108.8% |
| All | +707.6% | +308.0% | +399.6% | +606.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling