+28.4%
XLY vs IAG
+820.9%
-792.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.8% |
| 7D | -1.7% | -1.1% | -0.6% | -1.6% |
| 30D | -4.2% | +12.1% | -16.3% | -5.1% |
| 3M | -2.7% | +25.5% | -28.2% | -4.7% |
| 6M | -0.6% | -7.1% | +6.5% | -0.9% |
| YTD | -5.0% | +22.9% | -27.9% | -7.5% |
| 1Y | -4.1% | +83.3% | -87.4% | -9.7% |
| 3Y | +33.6% | +808.5% | -774.9% | +8.3% |
| All | +28.4% | +820.9% | -792.5% | -1.7% |
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 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