+56.4%
TXN vs IAG
+796.9%
-740.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.9% |
| 7D | +2.0% | -4.1% | +6.0% | +2.3% |
| 30D | -8.0% | +10.6% | -18.6% | -8.9% |
| 3M | -7.8% | +35.4% | -43.1% | -10.4% |
| 6M | +32.4% | -9.5% | +42.0% | +32.2% |
| YTD | +51.7% | +21.8% | +29.9% | +47.9% |
| 1Y | +44.3% | +84.1% | -39.8% | +36.3% |
| 3Y | +71.3% | +817.4% | -746.1% | +40.3% |
| 5Y | +56.4% | +830.1% | -773.7% | +21.5% |
| All | +56.4% | +796.9% | -740.5% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling