+99.7%
TXN vs IAG
+56.5%
+43.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.2% | -10.5% | -2.1% |
| 7D | +1.0% | +1.1% | -0.1% | +0.7% |
| 30D | +6.1% | -5.3% | +11.4% | +6.9% |
| 3M | +10.4% | +18.0% | -7.7% | +6.5% |
| 6M | +12.6% | +7.1% | +5.5% | +10.1% |
| YTD | +83.5% | +5.9% | +77.5% | +79.2% |
| 1Y | +99.7% | +59.4% | +40.3% | +81.6% |
| All | +99.7% | +56.5% | +43.2% | +81.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling