+2,085.9%
TD vs IAG
+303.8%
+1,782.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | +1.1% | -7.7% | +8.8% | +1.7% |
| 30D | +5.2% | +1.6% | +3.6% | +4.9% |
| 3M | +1.2% | -2.4% | +3.6% | +1.1% |
| 6M | +17.7% | -7.8% | +25.6% | +17.7% |
| YTD | +34.2% | +5.0% | +29.2% | +32.0% |
| 1Y | +55.4% | +25.7% | +29.7% | +50.7% |
| 3Y | +130.4% | +694.5% | -564.1% | +89.9% |
| 5Y | +101.8% | +421.7% | -319.9% | +66.9% |
| 10Y | +301.9% | +382.5% | -80.6% | +216.4% |
| All | +2,085.9% | +303.8% | +1,782.1% | +1,332.1% |
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