+497.5%
T vs IAG
+321.3%
+176.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +1.6% |
| 7D | +2.0% | +3.4% | -1.5% | +1.8% |
| 30D | -1.0% | -2.7% | +1.7% | -1.0% |
| 3M | -8.1% | -0.5% | -7.6% | -8.3% |
| 6M | -8.3% | -4.8% | -3.4% | -8.5% |
| YTD | -6.1% | +9.6% | -15.7% | -7.4% |
| 1Y | -7.4% | +32.2% | -39.6% | -9.5% |
| 3Y | +65.4% | +692.5% | -627.1% | +46.1% |
| 5Y | +57.6% | +447.6% | -389.9% | +39.2% |
| 10Y | +61.4% | +403.3% | -342.0% | +38.1% |
| All | +497.5% | +321.3% | +176.2% | +359.0% |
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 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