+581.6%
T vs IAG
+377.5%
+204.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.2% | -1.9% |
| 7D | -1.3% | -0.5% | -0.7% | -1.3% |
| 30D | +11.4% | +28.9% | -17.5% | +10.0% |
| 3M | +14.3% | +19.1% | -4.8% | +13.1% |
| 6M | -9.3% | -10.3% | +1.0% | -9.2% |
| YTD | +7.1% | +24.2% | -17.1% | +5.2% |
| 1Y | -9.1% | +116.5% | -125.6% | -13.2% |
| 3Y | +105.3% | +742.8% | -637.5% | +81.0% |
| 5Y | +66.8% | +753.3% | -686.5% | +44.5% |
| 10Y | +66.8% | +403.2% | -336.4% | +42.8% |
| All | +581.6% | +377.5% | +204.1% | +421.6% |
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