+374.7%
XYL vs IAG
-7.7%
+382.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | -3.7% | -7.7% | +3.9% | -3.4% |
| 30D | -8.3% | +1.6% | -9.9% | -8.5% |
| 3M | -21.4% | -2.4% | -19.0% | -21.5% |
| 6M | -12.9% | -7.8% | -5.1% | -13.0% |
| YTD | -30.1% | +5.0% | -35.1% | -30.8% |
| 1Y | -35.2% | +25.7% | -60.8% | -36.5% |
| 3Y | -0.8% | +694.5% | -695.3% | -12.6% |
| 5Y | -23.2% | +421.7% | -444.9% | -32.6% |
| 10Y | +101.2% | +382.5% | -281.2% | +71.5% |
| All | +374.7% | -7.7% | +382.4% | +363.4% |
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