-44.8%
TOST vs IAG
+734.2%
-779.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.7% | +5.9% | +0.5% |
| 7D | +3.0% | +16.8% | -13.9% | 0.0% |
| 30D | +10.3% | -1.5% | +11.7% | +10.2% |
| 3M | -3.3% | +0.5% | -3.8% | -4.1% |
| 6M | +37.8% | -1.0% | +38.8% | +35.7% |
| YTD | -2.8% | +12.3% | -15.1% | -9.0% |
| 1Y | -9.6% | +39.2% | -48.8% | -19.4% |
| 3Y | +144.6% | +712.3% | -567.6% | +38.2% |
| 5Y | -31.0% | +484.2% | -515.2% | -63.9% |
| All | -44.8% | +734.2% | -779.0% | -71.6% |
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