+5.6%
XYZ vs IAG
+100.7%
-95.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -3.0% |
| 7D | +2.9% | +4.3% | -1.4% | +2.3% |
| 30D | +1.4% | +9.8% | -8.4% | +0.1% |
| 3M | +14.6% | +28.9% | -14.4% | +10.4% |
| 6M | +20.8% | -7.6% | +28.3% | +20.3% |
| YTD | +23.1% | +22.0% | +1.1% | +22.6% |
| 1Y | +5.6% | +99.5% | -93.9% | +6.9% |
| All | +5.6% | +100.7% | -95.1% | +6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling