+34.4%
TSLA vs IAG
+817.0%
-782.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.5% |
| 7D | +3.0% | +1.7% | +1.3% | +2.8% |
| 30D | +11.2% | +11.4% | -0.3% | +9.0% |
| 3M | -7.3% | +33.0% | -40.3% | -12.0% |
| 6M | -7.7% | -6.0% | -1.7% | -8.4% |
| YTD | -18.2% | +24.6% | -42.8% | -22.6% |
| 1Y | +6.0% | +105.0% | -99.0% | -7.1% |
| All | +34.4% | +817.0% | -782.5% | -0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling