+2,896.2%
TMO vs IAG
+368.4%
+2,527.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.3% |
| 7D | -2.5% | -4.1% | +1.6% | -2.2% |
| 30D | -0.3% | +10.6% | -10.9% | -0.9% |
| 3M | +25.3% | +35.4% | -10.1% | +22.8% |
| 6M | +20.9% | -9.5% | +30.4% | +21.0% |
| YTD | +4.3% | +21.8% | -17.5% | +2.4% |
| 1Y | +27.0% | +84.1% | -57.1% | +21.6% |
| 3Y | +17.5% | +817.4% | -799.8% | +0.9% |
| 5Y | +6.9% | +830.1% | -823.1% | -10.1% |
| 10Y | +332.0% | +413.8% | -81.8% | +258.9% |
| All | +2,896.2% | +368.4% | +2,527.8% | +2,042.5% |
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