+533.2%
XYZ vs IAG
+1,274.5%
-741.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.5% |
| 7D | -1.0% | -0.5% | -0.4% | -0.9% |
| 30D | -1.7% | +28.9% | -30.6% | -4.5% |
| 3M | +16.7% | +19.1% | -2.4% | +14.1% |
| 6M | +26.9% | -10.3% | +37.1% | +27.2% |
| YTD | +27.1% | +24.2% | +3.0% | +22.9% |
| 1Y | +9.3% | +116.5% | -107.2% | -0.7% |
| 3Y | +42.3% | +742.8% | -700.5% | +11.6% |
| 5Y | -69.3% | +753.3% | -822.7% | -76.7% |
| 10Y | +586.8% | +403.2% | +183.6% | +431.6% |
| All | +533.2% | +1,274.5% | -741.3% | +399.7% |
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