+309.3%
TEL vs IAG
+427.6%
-118.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.7% | +3.5% |
| 7D | +1.6% | -1.1% | +2.7% | +1.7% |
| 30D | -0.7% | +12.1% | -12.8% | -1.5% |
| 3M | +2.4% | +25.5% | -23.1% | +0.5% |
| 6M | +4.1% | -7.1% | +11.2% | +4.0% |
| YTD | -5.8% | +22.9% | -28.7% | -7.8% |
| 1Y | +0.9% | +83.3% | -82.5% | -3.7% |
| 3Y | +72.6% | +808.5% | -735.9% | +47.0% |
| 5Y | +57.5% | +838.0% | -780.4% | +29.8% |
| All | +309.3% | +427.6% | -118.3% | +239.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling