+33.6%
TER vs IAG
+42.2%
-8.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.7% | +6.4% | +2.6% |
| 7D | -8.9% | +16.8% | -25.7% | -15.2% |
| 30D | -39.1% | -1.5% | -37.6% | -38.8% |
| 3M | -32.8% | +0.5% | -33.2% | -33.4% |
| 6M | -31.7% | -1.0% | -30.8% | -33.3% |
| YTD | +26.9% | +12.3% | +14.6% | +17.2% |
| 1Y | +33.6% | +39.2% | -5.7% | +8.9% |
| All | +33.6% | +42.2% | -8.7% | +8.9% |
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 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