+234.1%
TER vs IAG
+102.4%
+131.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +1.0% | +2.3% |
| 7D | +12.4% | +1.7% | +10.7% | +11.5% |
| 30D | +5.1% | +11.4% | -6.3% | +0.1% |
| 3M | +4.0% | +33.0% | -29.1% | -9.2% |
| 6M | +29.5% | -6.0% | +35.5% | +26.5% |
| YTD | +98.5% | +24.6% | +73.9% | +77.5% |
| 1Y | +234.1% | +105.0% | +129.1% | +126.7% |
| All | +234.1% | +102.4% | +131.7% | +126.7% |
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