+1,006.2%
TER vs IAG
+336.8%
+669.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.7% | +6.4% | +0.7% |
| 7D | -8.9% | +16.8% | -25.7% | -11.0% |
| 30D | -39.1% | -1.5% | -37.6% | -39.0% |
| 3M | -32.8% | +0.5% | -33.2% | -32.9% |
| 6M | -31.7% | -1.0% | -30.8% | -32.0% |
| YTD | +26.9% | +12.3% | +14.6% | +24.4% |
| 1Y | +33.6% | +39.2% | -5.7% | +28.0% |
| 3Y | +181.5% | +712.3% | -530.8% | +120.0% |
| 5Y | +76.1% | +484.2% | -408.1% | +35.3% |
| 10Y | +1,006.2% | +382.3% | +623.9% | +756.9% |
| All | +1,006.2% | +336.8% | +669.4% | +756.9% |
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 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