-44.8%
TE vs IAG
+817.0%
-861.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.1% | -5.1% | -3.5% |
| 7D | +15.0% | +1.7% | +13.3% | +14.5% |
| 30D | -7.5% | +11.4% | -19.0% | -10.2% |
| 3M | -42.0% | +33.0% | -75.0% | -45.8% |
| 6M | -31.4% | -6.0% | -25.4% | -31.4% |
| YTD | -26.5% | +24.6% | -51.1% | -31.1% |
| 1Y | +153.1% | +105.0% | +48.1% | +116.4% |
| 3Y | -20.7% | +837.9% | -858.6% | -53.4% |
| All | -44.8% | +817.0% | -861.7% | -66.2% |
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