-53.8%
TEAM vs IAG
+766.8%
-820.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.8% | -5.1% | -6.8% |
| 7D | -5.7% | +4.3% | -9.9% | -6.0% |
| 30D | +18.3% | +9.8% | +8.6% | +17.3% |
| 3M | +80.2% | +28.9% | +51.3% | +76.4% |
| 6M | +111.0% | -7.6% | +118.6% | +110.6% |
| YTD | +8.8% | +22.0% | -13.1% | +5.1% |
| 1Y | +2.2% | +99.5% | -97.3% | -6.8% |
| 3Y | -14.6% | +818.3% | -832.9% | -34.5% |
| 5Y | -53.8% | +785.9% | -839.7% | -62.7% |
| All | -53.8% | +766.8% | -820.6% | -62.7% |
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