+612.6%
TGT vs IAG
+368.9%
+243.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.8% | -1.0% |
| 7D | -0.6% | +4.3% | -4.9% | -0.8% |
| 30D | +9.5% | +9.8% | -0.2% | +9.1% |
| 3M | +32.3% | +28.9% | +3.3% | +30.7% |
| 6M | +37.0% | -7.6% | +44.6% | +36.9% |
| YTD | +71.0% | +22.0% | +49.1% | +68.5% |
| 1Y | +85.0% | +99.5% | -14.5% | +78.2% |
| 3Y | +46.8% | +818.3% | -771.4% | +31.0% |
| 5Y | -22.7% | +785.9% | -808.6% | -32.1% |
| 10Y | +216.3% | +381.1% | -164.8% | +175.8% |
| All | +612.6% | +368.9% | +243.8% | +439.2% |
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 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