+72.5%
TECK vs IAG
+817.0%
-744.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.4% | -3.0% |
| 7D | +4.9% | +1.7% | +3.2% | +4.2% |
| 30D | +5.2% | +11.4% | -6.3% | +1.3% |
| 3M | +13.8% | +33.0% | -19.2% | +2.9% |
| 6M | +38.5% | -6.0% | +44.5% | +38.4% |
| YTD | +47.3% | +24.6% | +22.8% | +35.2% |
| 1Y | +81.0% | +105.0% | -24.0% | +44.2% |
| All | +72.5% | +817.0% | -744.5% | -6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling