-25.6%
TGT vs IAG
+796.9%
-822.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -1.0% |
| 7D | -5.0% | -4.1% | -1.0% | -4.8% |
| 30D | +3.0% | +10.6% | -7.6% | +2.3% |
| 3M | +22.6% | +35.4% | -12.8% | +19.8% |
| 6M | +31.2% | -9.5% | +40.7% | +31.3% |
| YTD | +63.7% | +21.8% | +41.9% | +59.3% |
| 1Y | +78.5% | +84.1% | -5.6% | +67.3% |
| 3Y | +40.5% | +817.4% | -776.8% | +9.3% |
| 5Y | -25.6% | +830.1% | -855.7% | -44.2% |
| All | -25.6% | +796.9% | -822.5% | -44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling