+196.9%
TECK vs IAG
+389.3%
-192.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.9% |
| 7D | -0.4% | -7.7% | +7.2% | +1.5% |
| 30D | -7.1% | +1.6% | -8.7% | -7.5% |
| 3M | -5.5% | -2.4% | -3.0% | -5.2% |
| 6M | -9.7% | -7.8% | -1.9% | -8.5% |
| YTD | +26.3% | +5.0% | +21.2% | +23.5% |
| 1Y | +44.4% | +25.7% | +18.7% | +35.8% |
| 3Y | +70.1% | +694.5% | -624.4% | +5.8% |
| 5Y | +125.8% | +421.7% | -295.9% | +42.6% |
| All | +196.9% | +389.3% | -192.4% | +74.3% |
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