+192.8%
TER vs IAG
+755.2%
-562.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +5.8% | +7.0% | +11.4% |
| 7D | -5.8% | +24.0% | -29.8% | -10.5% |
| 30D | -38.9% | +5.5% | -44.4% | -39.7% |
| 3M | -35.1% | +8.3% | -43.4% | -36.5% |
| 6M | -31.6% | +6.1% | -37.7% | -33.3% |
| YTD | +27.2% | +20.3% | +6.9% | +21.4% |
| 1Y | +35.2% | +56.5% | -21.2% | +24.9% |
| 3Y | +192.8% | +762.6% | -569.8% | +108.0% |
| All | +192.8% | +755.2% | -562.4% | +108.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling