-84.3%
TE vs IAG
+421.7%
-506.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.3% |
| 7D | -19.1% | -7.7% | -11.4% | -17.4% |
| 30D | -34.1% | +1.6% | -35.7% | -34.6% |
| 3M | -60.1% | -2.4% | -57.7% | -60.0% |
| 6M | -66.0% | -7.8% | -58.1% | -65.3% |
| YTD | -71.4% | +5.0% | -76.4% | -72.1% |
| 1Y | -45.3% | +25.7% | -71.0% | -48.2% |
| 3Y | +9.1% | +694.5% | -685.4% | -33.3% |
| All | -84.3% | +421.7% | -506.0% | -88.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling