+967.9%
XLY vs IAG
+372.4%
+595.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.9% |
| 3M | -2.7% | +25.5% | -28.2% | -4.2% |
| 6M | -0.6% | -7.1% | +6.5% | -0.7% |
| YTD | -5.0% | +22.9% | -27.9% | -6.9% |
| 1Y | -4.1% | +83.3% | -87.4% | -8.3% |
| 3Y | +33.6% | +808.5% | -774.9% | +14.7% |
| 5Y | +28.7% | +838.0% | -809.2% | +7.9% |
| 10Y | +219.6% | +418.2% | -198.5% | +165.5% |
| All | +967.9% | +372.4% | +595.5% | +705.0% |
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