+1,912.5%
TECK vs IAG
+303.8%
+1,608.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.0% |
| 7D | -0.4% | -7.7% | +7.2% | +2.2% |
| 30D | -7.1% | +1.6% | -8.7% | -7.8% |
| 3M | -5.5% | -2.4% | -3.0% | -5.2% |
| 6M | -9.7% | -7.8% | -1.9% | -8.2% |
| YTD | +26.3% | +5.0% | +21.2% | +21.4% |
| 1Y | +44.4% | +25.7% | +18.7% | +30.7% |
| 3Y | +70.1% | +694.5% | -624.4% | -21.7% |
| 5Y | +125.8% | +421.7% | -295.9% | +8.0% |
| 10Y | +200.6% | +382.5% | -181.9% | +12.3% |
| All | +1,912.5% | +303.8% | +1,608.7% | +447.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling