+135.9%
XLU vs IAG
+427.6%
-291.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.4% |
| 7D | -1.6% | -1.1% | -0.5% | -1.5% |
| 30D | -3.3% | +12.1% | -15.4% | -4.2% |
| 3M | -3.2% | +25.5% | -28.7% | -5.0% |
| 6M | -7.0% | -7.1% | +0.2% | -7.1% |
| YTD | +0.6% | +22.9% | -22.2% | -1.9% |
| 1Y | +2.4% | +83.3% | -80.9% | -3.4% |
| 3Y | +46.3% | +808.5% | -762.3% | +20.7% |
| 5Y | +44.0% | +838.0% | -794.0% | +15.5% |
| All | +135.9% | +427.6% | -291.7% | +86.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling