-17.3%
TEM vs IAG
+119.5%
-136.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.7% |
| 7D | +0.9% | -0.5% | +1.4% | +1.0% |
| 30D | +38.4% | +28.9% | +9.5% | +28.7% |
| 3M | +23.7% | +19.1% | +4.5% | +16.7% |
| 6M | +26.0% | -10.3% | +36.2% | +24.7% |
| YTD | +9.4% | +24.2% | -14.8% | +0.5% |
| 1Y | -17.3% | +116.5% | -133.8% | -22.6% |
| All | -17.3% | +119.5% | -136.8% | -22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling