+467.2%
TDY vs IAG
+427.6%
+39.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.2% |
| 7D | -1.1% | -1.1% | 0.0% | -1.0% |
| 30D | -12.0% | +12.1% | -24.2% | -12.9% |
| 3M | -3.2% | +25.5% | -28.7% | -5.2% |
| 6M | -7.9% | -7.1% | -0.8% | -8.0% |
| YTD | +18.2% | +22.9% | -4.6% | +15.3% |
| 1Y | +6.7% | +83.3% | -76.7% | +0.8% |
| 3Y | +47.5% | +808.5% | -761.0% | +22.5% |
| 5Y | +39.5% | +838.0% | -798.5% | +12.5% |
| All | +467.2% | +427.6% | +39.5% | +361.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling