+25.8%
TXG vs IAG
+474.0%
-448.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.9% |
| 7D | +5.0% | -4.1% | +9.1% | +5.9% |
| 30D | +13.5% | +10.6% | +2.9% | +11.3% |
| 3M | +128.0% | +35.4% | +92.7% | +115.0% |
| 6M | +224.4% | -9.5% | +234.0% | +227.5% |
| YTD | +307.0% | +21.8% | +285.2% | +289.1% |
| 1Y | +427.2% | +84.1% | +343.1% | +370.5% |
| 3Y | +40.2% | +817.4% | -777.2% | -8.4% |
| 5Y | -64.0% | +830.1% | -894.1% | -77.7% |
| All | +25.8% | +474.0% | -448.2% | -21.7% |
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