+100.6%
TLT vs IAG
+299.6%
-199.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.1% | +3.7% | -1.4% |
| 7D | -2.7% | -2.1% | -0.6% | -2.7% |
| 30D | +2.2% | -6.2% | +8.3% | +2.2% |
| 3M | -1.7% | -5.1% | +3.4% | -1.7% |
| 6M | -4.0% | -10.0% | +6.0% | -3.9% |
| YTD | -4.9% | +3.9% | -8.9% | -5.3% |
| 1Y | -7.4% | +18.9% | -26.2% | -7.9% |
| 3Y | +3.0% | +651.8% | -648.7% | -0.9% |
| 5Y | -35.1% | +416.3% | -451.4% | -37.7% |
| 10Y | -12.7% | +377.4% | -390.2% | -16.6% |
| All | +100.6% | +299.6% | -199.0% | +87.5% |
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