+2,207.2%
TECK vs IAG
+377.5%
+1,829.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +1.1% |
| 7D | -0.3% | -0.5% | +0.2% | -0.3% |
| 30D | +4.6% | +28.9% | -24.3% | -4.3% |
| 3M | +2.8% | +19.1% | -16.3% | -3.5% |
| 6M | +24.9% | -10.3% | +35.2% | +28.1% |
| YTD | +44.7% | +24.2% | +20.5% | +32.2% |
| 1Y | +112.0% | +116.5% | -4.5% | +60.3% |
| 3Y | +67.6% | +742.8% | -675.2% | -24.6% |
| 5Y | +200.3% | +753.3% | -553.0% | +21.6% |
| 10Y | +358.2% | +403.2% | -45.0% | +67.7% |
| All | +2,207.2% | +377.5% | +1,829.8% | +496.4% |
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 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