-19.8%
TLT vs IAG
+401.0%
-420.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.7% |
| 7D | -0.3% | +1.7% | -2.0% | -0.3% |
| 30D | 0.0% | +11.4% | -11.5% | -0.5% |
| 3M | -2.9% | +33.0% | -35.9% | -4.1% |
| 6M | -6.3% | -6.0% | -0.3% | -6.4% |
| YTD | -3.3% | +24.6% | -27.9% | -4.7% |
| 1Y | -4.2% | +105.0% | -109.2% | -7.6% |
| 3Y | -1.7% | +837.9% | -839.6% | -12.3% |
| 5Y | -34.9% | +817.0% | -851.8% | -42.8% |
| 10Y | -19.8% | +425.3% | -445.1% | -30.7% |
| All | -19.8% | +401.0% | -420.8% | -30.7% |
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