-63.7%
XYZ vs IAG
+421.7%
-485.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.8% | +2.6% |
| 7D | -1.1% | -7.7% | +6.6% | +0.6% |
| 30D | +11.5% | +1.6% | +9.9% | +11.0% |
| 3M | +1.8% | -2.4% | +4.2% | +1.9% |
| 6M | +21.2% | -7.8% | +29.0% | +21.7% |
| YTD | +29.9% | +5.0% | +24.9% | +25.3% |
| 1Y | +35.8% | +25.7% | +10.1% | +26.0% |
| 3Y | +62.6% | +694.5% | -631.9% | -4.4% |
| All | -63.7% | +421.7% | -485.4% | -78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling