-53.2%
TE vs IAG
+507.7%
-560.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.7% |
| 7D | -4.0% | -0.5% | -3.4% | -3.9% |
| 30D | -15.9% | +28.9% | -44.8% | -19.9% |
| 3M | -60.5% | +19.1% | -79.7% | -61.7% |
| 6M | -35.2% | -10.3% | -25.0% | -34.7% |
| YTD | -31.1% | +24.2% | -55.3% | -34.1% |
| 1Y | +148.6% | +116.5% | +32.2% | +121.7% |
| 3Y | -26.4% | +742.8% | -769.2% | -47.1% |
| 5Y | -48.0% | +753.3% | -801.4% | -63.8% |
| All | -53.2% | +507.7% | -560.9% | -66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling