+2,664.3%
TSLA vs IAG
+427.6%
+2,236.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | +3.2% | -1.1% | +4.3% | +3.3% |
| 30D | +11.6% | +12.1% | -0.5% | +10.1% |
| 3M | -8.4% | +25.5% | -34.0% | -10.9% |
| 6M | -10.4% | -7.1% | -3.3% | -10.4% |
| YTD | -18.7% | +22.9% | -41.6% | -21.4% |
| 1Y | -0.9% | +83.3% | -84.3% | -8.1% |
| 3Y | +33.6% | +808.5% | -774.9% | +5.2% |
| 5Y | +48.9% | +838.0% | -789.1% | +12.1% |
| All | +2,664.3% | +427.6% | +2,236.7% | +2,016.9% |
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 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