+801.5%
XLU vs IAG
+378.9%
+422.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.3% |
| 7D | +0.6% | +1.7% | -1.1% | +0.5% |
| 30D | -0.4% | +11.4% | -11.9% | -1.2% |
| 3M | -1.7% | +33.0% | -34.8% | -3.9% |
| 6M | -7.1% | -6.0% | -1.1% | -7.4% |
| YTD | +1.9% | +24.6% | -22.6% | -0.6% |
| 1Y | +6.1% | +105.0% | -98.9% | -0.2% |
| 3Y | +48.8% | +837.9% | -789.1% | +24.3% |
| 5Y | +43.8% | +817.0% | -773.2% | +17.6% |
| 10Y | +143.2% | +425.3% | -282.1% | +96.2% |
| All | +801.5% | +378.9% | +422.6% | +537.2% |
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