+2,033.4%
TD vs IAG
+377.5%
+1,656.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.2% |
| 7D | +0.3% | -0.5% | +0.8% | +0.3% |
| 30D | +0.4% | +28.9% | -28.5% | -1.7% |
| 3M | +7.6% | +19.1% | -11.5% | +5.8% |
| 6M | +25.0% | -10.3% | +35.2% | +25.2% |
| YTD | +31.0% | +24.2% | +6.8% | +27.5% |
| 1Y | +65.2% | +116.5% | -51.3% | +53.5% |
| 3Y | +122.5% | +742.8% | -620.3% | +82.6% |
| 5Y | +124.8% | +753.3% | -628.5% | +79.4% |
| 10Y | +298.2% | +403.2% | -105.0% | +211.8% |
| All | +2,033.4% | +377.5% | +1,656.0% | +1,282.7% |
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