+105.2%
TLT vs IAG
+377.5%
-272.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.2% |
| 7D | -0.4% | -0.5% | +0.1% | -0.4% |
| 30D | -0.6% | +28.9% | -29.5% | -1.0% |
| 3M | -2.7% | +19.1% | -21.9% | -3.1% |
| 6M | -5.6% | -10.3% | +4.6% | -5.6% |
| YTD | -2.8% | +24.2% | -27.0% | -3.3% |
| 1Y | -1.4% | +116.5% | -117.9% | -2.9% |
| 3Y | -1.6% | +742.8% | -744.4% | -5.6% |
| 5Y | -33.8% | +753.3% | -787.2% | -36.8% |
| 10Y | -21.1% | +403.2% | -424.3% | -24.8% |
| All | +105.2% | +377.5% | -272.3% | +91.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling