-80.5%
TE vs IAG
+413.9%
-494.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.2% |
| 7D | -19.1% | -7.7% | -11.4% | -17.8% |
| 30D | -34.1% | +1.6% | -35.7% | -34.5% |
| 3M | -60.1% | -2.4% | -57.7% | -60.0% |
| 6M | -66.0% | -7.8% | -58.1% | -65.5% |
| YTD | -71.4% | +5.0% | -76.4% | -71.8% |
| 1Y | -45.3% | +25.7% | -71.0% | -47.2% |
| 3Y | +9.1% | +694.5% | -685.4% | -20.0% |
| 5Y | -82.6% | +421.7% | -504.3% | -87.5% |
| All | -80.5% | +413.9% | -494.5% | -85.8% |
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