-7.1%
XLU vs IAG
-1.2%
-5.9%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.2% |
| 7D | +0.6% | +1.7% | -1.1% | +0.6% |
| 30D | -0.4% | +11.4% | -11.9% | -0.8% |
| 3M | -1.7% | +33.0% | -34.8% | -2.8% |
| 6M | -7.1% | -6.0% | -1.1% | -5.6% |
| All | -7.1% | -1.2% | -5.9% | -5.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling