+60.3%
TECK vs IAG
+86.2%
-25.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.5% |
| 7D | -3.8% | -1.1% | -2.8% | -3.4% |
| 30D | +0.7% | +12.1% | -11.4% | -4.4% |
| 3M | +4.6% | +25.5% | -20.9% | -6.3% |
| 6M | +25.1% | -7.1% | +32.2% | +24.2% |
| YTD | +39.2% | +22.9% | +16.3% | +25.4% |
| 1Y | +60.3% | +83.3% | -23.0% | +28.4% |
| All | +60.3% | +86.2% | -25.9% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling