+328.6%
TMO vs IAG
+427.6%
-99.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.1% |
| 7D | -0.6% | -1.1% | +0.4% | -0.6% |
| 30D | +1.1% | +12.1% | -11.0% | +0.6% |
| 3M | +28.3% | +25.5% | +2.8% | +26.8% |
| 6M | +23.3% | -7.1% | +30.4% | +23.2% |
| YTD | +5.5% | +22.9% | -17.4% | +4.0% |
| 1Y | +24.5% | +83.3% | -58.8% | +20.7% |
| 3Y | +19.6% | +808.5% | -789.0% | +7.0% |
| 5Y | +8.1% | +838.0% | -829.8% | -4.8% |
| All | +328.6% | +427.6% | -99.0% | +285.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling