+317.8%
TMUS vs IAG
+401.0%
-83.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.1% | -4.5% | -2.5% |
| 7D | -5.3% | +1.7% | -7.0% | -5.4% |
| 30D | +0.1% | +11.4% | -11.4% | -0.3% |
| 3M | -0.6% | +33.0% | -33.6% | -1.6% |
| 6M | -17.5% | -6.0% | -11.6% | -17.6% |
| YTD | -11.3% | +24.6% | -35.8% | -12.4% |
| 1Y | -25.4% | +105.0% | -130.4% | -28.0% |
| 3Y | +35.5% | +837.9% | -802.4% | +21.1% |
| 5Y | +41.9% | +817.0% | -775.1% | +24.6% |
| 10Y | +317.8% | +425.3% | -107.5% | +261.9% |
| All | +317.8% | +401.0% | -83.2% | +261.9% |
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