+56.5%
TEL vs IAG
+820.9%
-764.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.8% |
| 3M | +2.4% | +25.5% | -23.1% | 0.0% |
| 6M | +4.1% | -7.1% | +11.2% | +3.8% |
| YTD | -5.8% | +22.9% | -28.7% | -8.3% |
| 1Y | +0.9% | +83.3% | -82.5% | -4.7% |
| 3Y | +72.6% | +808.5% | -735.9% | +40.4% |
| All | +56.5% | +820.9% | -764.4% | +19.9% |
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 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