+10.3%
TSLA vs IAG
+461.2%
-450.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.3% | +3.2% |
| 7D | +1.5% | +3.4% | -2.0% | +1.0% |
| 30D | +3.4% | -2.7% | +6.1% | +3.5% |
| 3M | +17.4% | -0.5% | +17.9% | +17.1% |
| 6M | -12.2% | -4.8% | -7.3% | -12.3% |
| YTD | -13.1% | +9.6% | -22.7% | -15.2% |
| 1Y | -11.1% | +32.2% | -43.3% | -15.0% |
| 3Y | +82.1% | +692.5% | -610.5% | +48.5% |
| 5Y | +10.3% | +447.6% | -437.3% | -8.6% |
| All | +10.3% | +461.2% | -450.9% | -8.6% |
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