+638.0%
XYZ vs IAG
+326.7%
+311.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.8% | -2.2% | +2.8% |
| 7D | +14.9% | +24.0% | -9.1% | +11.7% |
| 30D | +14.7% | +5.5% | +9.1% | +13.7% |
| 3M | +12.1% | +8.3% | +3.8% | +10.6% |
| 6M | +18.3% | +6.1% | +12.2% | +16.4% |
| YTD | +36.1% | +20.3% | +15.7% | +30.6% |
| 1Y | +35.3% | +56.5% | -21.2% | +25.5% |
| 3Y | +73.5% | +762.6% | -689.1% | +26.1% |
| 5Y | -61.6% | +546.3% | -607.9% | -72.9% |
| 10Y | +638.0% | +356.1% | +281.9% | +430.4% |
| All | +638.0% | +326.7% | +311.3% | +430.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling