-35.1%
TLT vs IAG
+540.0%
-575.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.8% | -5.7% | -0.1% |
| 7D | +0.3% | +24.0% | -23.7% | -0.4% |
| 30D | +5.1% | +5.5% | -0.4% | +4.8% |
| 3M | -0.2% | +8.3% | -8.5% | -0.6% |
| 6M | -2.9% | +6.1% | -9.0% | -3.4% |
| YTD | -2.7% | +20.3% | -23.0% | -3.9% |
| 1Y | -4.6% | +56.5% | -61.1% | -6.7% |
| 3Y | +6.1% | +762.6% | -756.5% | -5.1% |
| 5Y | -35.1% | +546.3% | -581.4% | -44.3% |
| All | -35.1% | +540.0% | -575.1% | -44.3% |
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