+105.4%
TLT vs IAG
+362.6%
-257.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.8% | -5.7% | 0.0% |
| 7D | +0.3% | +24.0% | -23.7% | -0.1% |
| 30D | +5.1% | +5.5% | -0.4% | +5.0% |
| 3M | -0.2% | +8.3% | -8.5% | -0.4% |
| 6M | -2.9% | +6.1% | -9.0% | -3.1% |
| YTD | -2.7% | +20.3% | -23.0% | -3.2% |
| 1Y | -4.6% | +56.5% | -61.1% | -5.5% |
| 3Y | +6.1% | +762.6% | -756.5% | +1.8% |
| 5Y | -35.1% | +546.3% | -581.4% | -37.9% |
| 10Y | -12.5% | +356.1% | -368.6% | -16.5% |
| All | +105.4% | +362.6% | -257.2% | +91.5% |
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