+722.4%
XLV vs IAG
+368.4%
+354.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.5% |
| 7D | -4.4% | -4.1% | -0.3% | -4.2% |
| 30D | -1.4% | +10.6% | -12.0% | -1.8% |
| 3M | +8.9% | +35.4% | -26.5% | +7.5% |
| 6M | +9.1% | -9.5% | +18.6% | +9.1% |
| YTD | +7.9% | +21.8% | -13.9% | +6.6% |
| 1Y | +22.7% | +84.1% | -61.4% | +19.3% |
| 3Y | +31.9% | +817.4% | -785.4% | +19.7% |
| 5Y | +34.9% | +830.1% | -795.2% | +20.7% |
| 10Y | +173.9% | +413.8% | -239.9% | +143.6% |
| All | +722.4% | +368.4% | +354.0% | +594.7% |
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