+52.6%
XOM vs IAG
+56.5%
-3.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +10.2% | -14.8% | -3.8% |
| 7D | -7.0% | +1.1% | -8.1% | -6.7% |
| 30D | +3.2% | -5.3% | +8.5% | +3.3% |
| 3M | +10.7% | +18.0% | -7.4% | +12.2% |
| 6M | +11.6% | +7.1% | +4.5% | +12.7% |
| YTD | +43.5% | +5.9% | +37.5% | +45.7% |
| 1Y | +52.6% | +59.4% | -6.8% | +54.8% |
| All | +52.6% | +56.5% | -3.9% | +54.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling