+66.1%
T vs IAG
+766.8%
-700.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.2% |
| 7D | -1.5% | +4.3% | -5.8% | -1.7% |
| 30D | +7.6% | +9.8% | -2.2% | +7.1% |
| 3M | +15.3% | +28.9% | -13.6% | +13.9% |
| 6M | -8.5% | -7.6% | -0.9% | -8.4% |
| YTD | +6.8% | +22.0% | -15.2% | +4.9% |
| 1Y | -7.2% | +99.5% | -106.7% | -11.8% |
| 3Y | +108.2% | +818.3% | -710.0% | +74.7% |
| 5Y | +66.1% | +785.9% | -719.9% | +34.4% |
| All | +66.1% | +766.8% | -700.8% | +34.4% |
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