-44.5%
TOST vs IAG
+745.0%
-789.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.2% | -8.6% | -2.7% |
| 7D | +9.4% | +21.4% | -12.0% | +5.7% |
| 30D | +13.5% | +4.0% | +9.4% | +12.4% |
| 3M | -0.1% | +17.0% | -17.2% | -3.8% |
| 6M | +22.5% | +1.4% | +21.1% | +20.1% |
| YTD | -2.4% | +13.8% | -16.1% | -8.7% |
| 1Y | -4.7% | +55.8% | -60.5% | -16.9% |
| 3Y | +103.2% | +647.4% | -544.2% | +17.2% |
| 5Y | -41.2% | +519.1% | -560.4% | -69.0% |
| All | -44.5% | +745.0% | -789.6% | -71.5% |
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 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