+554.0%
XYZ vs IAG
+1,159.1%
-605.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.2% | -5.5% | +0.9% |
| 7D | +12.1% | +21.4% | -9.3% | +9.9% |
| 30D | +12.4% | +4.0% | +8.3% | +11.8% |
| 3M | +8.2% | +17.0% | -8.9% | +6.1% |
| 6M | +20.7% | +1.4% | +19.3% | +19.8% |
| YTD | +31.3% | +13.8% | +17.6% | +28.0% |
| 1Y | +20.5% | +55.8% | -35.3% | +13.7% |
| 3Y | +72.6% | +647.4% | -574.8% | +37.1% |
| 5Y | -64.0% | +519.1% | -583.1% | -72.3% |
| 10Y | +601.8% | +345.6% | +256.2% | +446.6% |
| All | +554.0% | +1,159.1% | -605.0% | +420.2% |
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