+311.2%
TPR vs IAG
+371.0%
-59.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.8% | -1.9% | -3.6% |
| 7D | -3.4% | +4.3% | -7.6% | -3.7% |
| 30D | -27.3% | +9.8% | -37.1% | -27.9% |
| 3M | -16.2% | +28.9% | -45.1% | -18.0% |
| 6M | -17.9% | -7.6% | -10.3% | -18.0% |
| YTD | -7.1% | +22.0% | -29.1% | -9.2% |
| 1Y | +13.6% | +99.5% | -85.9% | +7.4% |
| 3Y | +293.7% | +818.3% | -524.5% | +235.1% |
| 5Y | +239.1% | +785.9% | -546.8% | +181.2% |
| 10Y | +311.2% | +381.1% | -69.9% | +234.3% |
| All | +311.2% | +371.0% | -59.8% | +234.3% |
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 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