+432.8%
XYL vs IAG
+9.2%
+423.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.9% |
| 7D | -5.0% | -0.5% | -4.5% | -5.0% |
| 30D | -13.2% | +28.9% | -42.1% | -14.3% |
| 3M | -3.7% | +19.1% | -22.8% | -4.7% |
| 6M | -17.7% | -10.3% | -7.4% | -17.6% |
| YTD | -21.5% | +24.2% | -45.7% | -22.9% |
| 1Y | -24.5% | +116.5% | -141.0% | -28.0% |
| 3Y | +6.9% | +742.8% | -735.9% | -6.0% |
| 5Y | -18.1% | +753.3% | -771.4% | -29.5% |
| 10Y | +134.7% | +403.2% | -268.5% | +99.3% |
| All | +432.8% | +9.2% | +423.6% | +416.6% |
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