-53.1%
TE vs IAG
+501.2%
-554.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | +0.5% |
| 7D | +0.2% | -1.1% | +1.3% | +0.4% |
| 30D | -5.9% | +12.1% | -18.0% | -8.0% |
| 3M | -45.6% | +25.5% | -71.1% | -47.8% |
| 6M | -43.4% | -7.1% | -36.3% | -43.2% |
| YTD | -31.0% | +22.9% | -53.9% | -33.9% |
| 1Y | +145.2% | +83.3% | +61.9% | +123.3% |
| 3Y | -24.1% | +808.5% | -832.6% | -45.8% |
| 5Y | -48.1% | +838.0% | -886.1% | -63.8% |
| All | -53.1% | +501.2% | -554.2% | -66.7% |
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 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