-33.7%
TLT vs IAG
+766.8%
-800.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | 0.0% |
| 7D | +0.4% | +4.3% | -3.8% | +0.3% |
| 30D | -0.3% | +9.8% | -10.1% | -0.6% |
| 3M | -1.7% | +28.9% | -30.6% | -2.7% |
| 6M | -4.9% | -7.6% | +2.7% | -5.0% |
| YTD | -2.8% | +22.0% | -24.7% | -4.0% |
| 1Y | -4.2% | +99.5% | -103.7% | -7.2% |
| 3Y | -1.1% | +818.3% | -819.4% | -11.7% |
| 5Y | -33.7% | +785.9% | -819.6% | -42.8% |
| All | -33.7% | +766.8% | -800.5% | -42.8% |
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 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