+16.9%
TPR vs IAG
+119.5%
-102.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | 0.0% |
| 7D | -2.7% | -0.5% | -2.1% | -2.6% |
| 30D | -23.3% | +28.9% | -52.1% | -26.4% |
| 3M | -12.8% | +19.1% | -31.9% | -15.8% |
| 6M | -21.7% | -10.3% | -11.5% | -22.6% |
| YTD | -3.9% | +24.2% | -28.1% | -9.3% |
| 1Y | +16.9% | +116.5% | -99.6% | +1.2% |
| All | +16.9% | +119.5% | -102.6% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling