+320.5%
TMUS vs IAG
+182.2%
+138.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.3% | -3.3% |
| 7D | +0.1% | -0.5% | +0.6% | +0.1% |
| 30D | +5.3% | +28.9% | -23.6% | +3.6% |
| 3M | +3.1% | +19.1% | -16.0% | +1.8% |
| 6M | -16.5% | -10.3% | -6.2% | -16.4% |
| YTD | -9.2% | +24.2% | -33.4% | -11.2% |
| 1Y | -26.5% | +116.5% | -143.0% | -30.8% |
| 3Y | +39.0% | +742.8% | -703.8% | +17.9% |
| 5Y | +40.4% | +753.3% | -713.0% | +16.0% |
| 10Y | +303.7% | +403.2% | -99.5% | +227.8% |
| All | +320.5% | +182.2% | +138.3% | +196.3% |
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 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