+43.0%
TMUS vs IAG
+766.8%
-723.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.1% |
| 7D | -0.3% | +4.3% | -4.5% | -0.3% |
| 30D | +3.1% | +9.8% | -6.6% | +2.9% |
| 3M | +2.4% | +28.9% | -26.5% | +1.7% |
| 6M | -17.1% | -7.6% | -9.5% | -17.0% |
| YTD | -9.1% | +22.0% | -31.0% | -10.0% |
| 1Y | -23.6% | +99.5% | -123.1% | -26.2% |
| 3Y | +38.8% | +818.3% | -779.4% | +23.5% |
| 5Y | +43.0% | +785.9% | -742.9% | +26.3% |
| All | +43.0% | +766.8% | -723.9% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling