+143.6%
TE vs IAG
+84.7%
+59.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.2% | -4.5% | -5.7% |
| 7D | +0.9% | -4.1% | +4.9% | +2.8% |
| 30D | -16.3% | +10.6% | -26.9% | -20.7% |
| 3M | -40.8% | +35.4% | -76.1% | -49.0% |
| 6M | -42.6% | -9.5% | -33.1% | -42.7% |
| YTD | -31.4% | +21.8% | -53.3% | -40.0% |
| All | +143.6% | +84.7% | +59.0% | +162.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling