+866.7%
XOM vs IAG
+377.5%
+489.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.5% |
| 7D | +1.8% | -0.5% | +2.3% | +1.8% |
| 30D | +5.9% | +28.9% | -23.0% | +3.3% |
| 3M | +5.6% | +19.1% | -13.6% | +3.4% |
| 6M | +7.9% | -10.3% | +18.1% | +7.7% |
| YTD | +35.2% | +24.2% | +11.0% | +30.3% |
| 1Y | +46.0% | +116.5% | -70.5% | +32.8% |
| 3Y | +55.0% | +742.8% | -687.8% | +19.6% |
| 5Y | +246.3% | +753.3% | -507.0% | +158.2% |
| 10Y | +181.0% | +403.2% | -222.2% | +104.2% |
| All | +866.7% | +377.5% | +489.2% | +464.5% |
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