+199.8%
TER vs IAG
+119.5%
+80.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.2% | +7.6% | +6.3% |
| 7D | +0.6% | -0.5% | +1.1% | +0.7% |
| 30D | -8.3% | +28.9% | -37.2% | -18.3% |
| 3M | -12.2% | +19.1% | -31.4% | -19.6% |
| 6M | +17.0% | -10.3% | +27.3% | +15.9% |
| YTD | +84.6% | +24.2% | +60.4% | +65.4% |
| 1Y | +199.8% | +116.5% | +83.3% | +103.5% |
| All | +199.8% | +119.5% | +80.3% | +103.5% |
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