+122.4%
TD vs IAG
+804.8%
-682.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.3% | -1.3% |
| 7D | -1.9% | +1.7% | -3.6% | -2.1% |
| 30D | -1.6% | +11.4% | -13.1% | -2.7% |
| 3M | +4.6% | +33.0% | -28.4% | +1.4% |
| 6M | +26.8% | -6.0% | +32.8% | +26.4% |
| YTD | +28.3% | +24.6% | +3.8% | +24.0% |
| 1Y | +60.4% | +105.0% | -44.5% | +47.3% |
| 3Y | +125.7% | +837.9% | -712.2% | +73.0% |
| 5Y | +122.4% | +817.0% | -694.6% | +62.9% |
| All | +122.4% | +804.8% | -682.5% | +62.9% |
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