+643.7%
XLP vs IAG
+377.5%
+266.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.7% |
| 7D | -1.0% | -0.5% | -0.5% | -1.0% |
| 30D | -0.9% | +28.9% | -29.8% | -1.7% |
| 3M | +3.8% | +19.1% | -15.3% | +3.0% |
| 6M | -1.7% | -10.3% | +8.5% | -1.7% |
| YTD | +10.3% | +24.2% | -13.9% | +8.9% |
| 1Y | +7.8% | +116.5% | -108.7% | +4.3% |
| 3Y | +27.2% | +742.8% | -715.6% | +16.4% |
| 5Y | +32.5% | +753.3% | -720.8% | +19.6% |
| 10Y | +101.8% | +403.2% | -301.4% | +81.0% |
| All | +643.7% | +377.5% | +266.2% | +547.6% |
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 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