+42.2%
TMUS vs IAG
+505.2%
-463.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.2% | -6.3% | +0.8% |
| 7D | +3.6% | +21.4% | -17.9% | +3.2% |
| 30D | -3.4% | +4.0% | -7.4% | -3.5% |
| 3M | -9.5% | +17.0% | -26.5% | -9.9% |
| 6M | -15.2% | +1.4% | -16.6% | -15.4% |
| YTD | -18.9% | +13.8% | -32.7% | -19.8% |
| 1Y | -17.7% | +55.8% | -73.5% | -19.7% |
| 3Y | +15.6% | +647.4% | -631.8% | +3.2% |
| All | +42.2% | +505.2% | -463.0% | +21.7% |
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 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