+377.9%
TPR vs IAG
+303.4%
+74.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.2% | -8.2% | -1.6% |
| 7D | +14.2% | +21.4% | -7.2% | +12.5% |
| 30D | +17.1% | +4.0% | +13.0% | +16.6% |
| 3M | -17.7% | +17.0% | -34.7% | -18.9% |
| 6M | -10.2% | +1.4% | -11.6% | -10.8% |
| YTD | +4.9% | +13.8% | -8.9% | +2.9% |
| 1Y | +36.1% | +55.8% | -19.7% | +30.8% |
| 3Y | +416.5% | +647.4% | -230.9% | +345.2% |
| 5Y | +254.8% | +519.1% | -264.4% | +198.1% |
| All | +377.9% | +303.4% | +74.5% | +291.4% |
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