+66.9%
T vs IAG
+423.2%
-356.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +1.7% |
| 7D | -2.4% | -4.1% | +1.6% | -2.3% |
| 30D | +4.3% | +10.6% | -6.3% | +3.9% |
| 3M | +11.6% | +35.4% | -23.8% | +10.2% |
| 6M | -5.6% | -9.5% | +4.0% | -5.5% |
| YTD | +6.6% | +21.8% | -15.3% | +5.1% |
| 1Y | -8.4% | +84.1% | -92.5% | -11.5% |
| 3Y | +107.8% | +817.4% | -709.5% | +84.6% |
| 5Y | +68.3% | +830.1% | -761.8% | +47.2% |
| All | +66.9% | +423.2% | -356.3% | +45.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling