+4,036.4%
TDY vs IAG
+378.9%
+3,657.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.8% | -1.8% |
| 7D | -1.8% | +1.7% | -3.5% | -2.0% |
| 30D | -13.8% | +11.4% | -25.2% | -14.6% |
| 3M | -3.9% | +33.0% | -36.9% | -6.3% |
| 6M | -9.0% | -6.0% | -3.0% | -9.2% |
| YTD | +16.5% | +24.6% | -8.0% | +13.5% |
| 1Y | +9.3% | +105.0% | -95.7% | +2.3% |
| 3Y | +45.1% | +837.9% | -792.8% | +19.3% |
| 5Y | +35.0% | +817.0% | -782.0% | +8.3% |
| 10Y | +469.0% | +425.3% | +43.7% | +350.1% |
| All | +4,036.4% | +378.9% | +3,657.5% | +2,738.5% |
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