+20.0%
TW vs IAG
+796.9%
-776.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.4% |
| 7D | -2.7% | -4.1% | +1.3% | -2.6% |
| 30D | -1.7% | +10.6% | -12.4% | -2.0% |
| 3M | +1.6% | +35.4% | -33.8% | +0.8% |
| 6M | -17.7% | -9.5% | -8.1% | -17.1% |
| YTD | -4.3% | +21.8% | -26.2% | -5.8% |
| 1Y | -13.1% | +84.1% | -97.2% | -17.2% |
| All | +20.0% | +796.9% | -776.8% | +8.1% |
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