+256.1%
TPR vs IAG
+515.1%
-259.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.2% | -8.2% | -1.8% |
| 7D | +14.2% | +21.4% | -7.2% | +11.7% |
| 30D | +17.1% | +4.0% | +13.0% | +16.4% |
| 3M | -17.7% | +17.0% | -34.7% | -19.5% |
| 6M | -10.2% | +1.4% | -11.6% | -11.1% |
| YTD | +4.9% | +13.8% | -8.9% | +1.7% |
| 1Y | +36.1% | +55.8% | -19.7% | +27.7% |
| 3Y | +416.5% | +647.4% | -230.9% | +303.0% |
| All | +256.1% | +515.1% | -259.0% | +157.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling