+59.7%
XOM vs IAG
+796.9%
-737.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +0.6% |
| 7D | +1.9% | -4.1% | +5.9% | +1.9% |
| 30D | +4.1% | +10.6% | -6.6% | +4.0% |
| 3M | +10.4% | +35.4% | -25.0% | +10.1% |
| 6M | +13.0% | -9.5% | +22.6% | +13.8% |
| YTD | +40.1% | +21.8% | +18.2% | +39.2% |
| 1Y | +51.1% | +84.1% | -33.0% | +47.5% |
| All | +59.7% | +796.9% | -737.1% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling