+419.8%
TXN vs IAG
+427.6%
-7.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +3.8% |
| 7D | +4.0% | -1.1% | +5.0% | +4.1% |
| 30D | -2.9% | +12.1% | -15.0% | -3.8% |
| 3M | -9.1% | +25.5% | -34.6% | -10.8% |
| 6M | +36.6% | -7.1% | +43.7% | +36.4% |
| YTD | +57.5% | +22.9% | +34.6% | +53.9% |
| 1Y | +49.5% | +83.3% | -33.8% | +42.1% |
| 3Y | +76.5% | +808.5% | -732.0% | +48.0% |
| 5Y | +62.4% | +838.0% | -775.6% | +32.0% |
| All | +419.8% | +427.6% | -7.8% | +328.0% |
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