+284.0%
TW vs IAG
+426.4%
-142.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.8% |
| 7D | +3.9% | -7.7% | +11.6% | +4.4% |
| 30D | +19.9% | +1.6% | +18.3% | +19.6% |
| 3M | +25.9% | -2.4% | +28.4% | +25.7% |
| 6M | +21.1% | -7.8% | +29.0% | +21.0% |
| YTD | +23.9% | +5.0% | +18.9% | +21.3% |
| 1Y | +21.2% | +25.7% | -4.5% | +16.9% |
| 3Y | +44.8% | +694.5% | -649.7% | +17.0% |
| 5Y | +41.4% | +421.7% | -380.3% | +14.2% |
| All | +284.0% | +426.4% | -142.5% | +211.6% |
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 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