+44.8%
TW vs IAG
+663.0%
-618.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.8% |
| 7D | +3.9% | -7.7% | +11.6% | +4.0% |
| 30D | +19.9% | +1.6% | +18.3% | +19.8% |
| 3M | +25.9% | -2.4% | +28.4% | +25.9% |
| 6M | +21.1% | -7.8% | +29.0% | +21.5% |
| YTD | +23.9% | +5.0% | +18.9% | +22.3% |
| 1Y | +21.2% | +25.7% | -4.5% | +18.0% |
| 3Y | +44.8% | +694.5% | -649.7% | +33.2% |
| All | +44.8% | +663.0% | -618.2% | +33.2% |
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