-11.8%
TLT vs IAG
+370.6%
-382.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.5% | +0.1% |
| 7D | -1.0% | +3.4% | -4.5% | -1.2% |
| 30D | +3.7% | -2.7% | +6.4% | +3.7% |
| 3M | -0.8% | -0.5% | -0.3% | -0.9% |
| 6M | -3.6% | -4.8% | +1.3% | -3.7% |
| YTD | -3.9% | +9.6% | -13.5% | -4.9% |
| 1Y | -6.2% | +32.2% | -38.4% | -7.9% |
| 3Y | +4.2% | +692.5% | -688.4% | -6.4% |
| 5Y | -34.7% | +447.6% | -482.2% | -41.4% |
| 10Y | -11.8% | +403.3% | -415.1% | -23.8% |
| All | -11.8% | +370.6% | -382.4% | -23.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling