+1,977.7%
TER vs IAG
+377.5%
+1,600.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.2% | +7.7% | +5.7% |
| 7D | +0.6% | -0.5% | +1.2% | +0.7% |
| 30D | -8.3% | +28.9% | -37.2% | -11.2% |
| 3M | -12.2% | +19.1% | -31.4% | -14.1% |
| 6M | +17.1% | -10.3% | +27.3% | +17.9% |
| YTD | +84.7% | +24.2% | +60.5% | +79.3% |
| 1Y | +199.9% | +116.5% | +83.4% | +174.8% |
| 3Y | +232.8% | +742.8% | -510.0% | +157.8% |
| 5Y | +198.6% | +753.3% | -554.8% | +122.6% |
| 10Y | +1,669.7% | +403.2% | +1,266.6% | +1,196.5% |
| All | +1,977.7% | +377.5% | +1,600.3% | +1,272.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling