+134.6%
TECK vs IAG
+421.7%
-287.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.0% |
| 7D | -0.4% | -7.7% | +7.2% | +2.1% |
| 30D | -7.1% | +1.6% | -8.7% | -7.7% |
| 3M | -5.5% | -2.4% | -3.0% | -5.2% |
| 6M | -9.7% | -7.8% | -1.9% | -8.4% |
| YTD | +26.3% | +5.0% | +21.2% | +22.3% |
| 1Y | +44.4% | +25.7% | +18.7% | +32.9% |
| 3Y | +70.1% | +694.5% | -624.4% | -9.5% |
| All | +134.6% | +421.7% | -287.1% | +36.8% |
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