+1,835.2%
TER vs IAG
+390.5%
+1,444.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.0% | +4.4% |
| 7D | +11.0% | +4.3% | +6.7% | +10.3% |
| 30D | -1.9% | +9.8% | -11.6% | -3.2% |
| 3M | -0.7% | +28.9% | -29.6% | -4.2% |
| 6M | +36.4% | -7.6% | +43.9% | +36.6% |
| YTD | +92.4% | +22.0% | +70.5% | +86.8% |
| 1Y | +213.5% | +99.5% | +114.0% | +189.4% |
| 3Y | +277.2% | +818.3% | -541.0% | +192.0% |
| 5Y | +219.1% | +785.9% | -566.8% | +137.5% |
| All | +1,835.2% | +390.5% | +1,444.7% | +1,379.0% |
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