+3,125.8%
TSLA vs IAG
+389.3%
+2,736.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -1.9% |
| 7D | +8.9% | -7.7% | +16.6% | +9.9% |
| 30D | +6.3% | +1.6% | +4.7% | +5.9% |
| 3M | +14.8% | -2.4% | +17.2% | +14.8% |
| 6M | -12.4% | -7.8% | -4.5% | -12.1% |
| YTD | -13.2% | +5.0% | -18.3% | -14.8% |
| 1Y | -2.9% | +25.7% | -28.6% | -6.5% |
| 3Y | +74.4% | +694.5% | -620.1% | +38.9% |
| 5Y | +13.3% | +421.7% | -408.4% | -10.1% |
| All | +3,125.8% | +389.3% | +2,736.6% | +2,377.3% |
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