+18.0%
TPR vs IAG
+104.4%
-86.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.3% |
| 7D | -2.3% | -0.5% | -1.8% | -2.3% |
| 30D | -23.0% | +28.9% | -51.9% | -26.2% |
| 3M | -12.5% | +19.1% | -31.6% | -15.5% |
| 6M | -21.4% | -10.3% | -11.2% | -22.3% |
| YTD | -3.5% | +24.2% | -27.7% | -9.1% |
| All | +18.0% | +104.4% | -86.4% | +0.7% |
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