-4.2%
TLT vs IAG
+102.4%
-106.6%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.6% |
| 7D | -0.3% | +1.7% | -2.0% | -0.3% |
| 30D | 0.0% | +11.4% | -11.5% | -0.2% |
| 3M | -2.9% | +33.0% | -35.9% | -3.5% |
| 6M | -6.3% | -6.0% | -0.3% | -6.8% |
| YTD | -3.3% | +24.6% | -27.9% | -3.5% |
| 1Y | -4.2% | +105.0% | -109.2% | -4.2% |
| All | -4.2% | +102.4% | -106.6% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling