+494.0%
TEAM vs IAG
+423.2%
+70.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.2% |
| 7D | -7.8% | -4.1% | -3.7% | -7.5% |
| 30D | +16.5% | +10.6% | +5.9% | +15.6% |
| 3M | +96.2% | +35.4% | +60.8% | +92.1% |
| 6M | +130.2% | -9.5% | +139.7% | +130.2% |
| YTD | +10.7% | +21.8% | -11.1% | +7.8% |
| 1Y | +3.0% | +84.1% | -81.1% | -3.2% |
| 3Y | -13.1% | +817.4% | -830.4% | -28.4% |
| 5Y | -52.7% | +830.1% | -882.8% | -61.8% |
| All | +494.0% | +423.2% | +70.8% | +399.2% |
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 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