+35.5%
XLV vs IAG
+820.9%
-785.4%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.2% |
| 7D | -3.6% | -1.1% | -2.5% | -3.5% |
| 30D | -1.8% | +12.1% | -13.9% | -2.4% |
| 3M | +7.8% | +25.5% | -17.7% | +6.5% |
| 6M | +9.1% | -7.1% | +16.2% | +9.0% |
| YTD | +7.7% | +22.9% | -15.1% | +6.0% |
| 1Y | +20.4% | +83.3% | -62.9% | +16.1% |
| 3Y | +30.8% | +808.5% | -777.8% | +15.0% |
| All | +35.5% | +820.9% | -785.4% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling