+116.5%
IAG vs SARO
-7.4%
+123.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.5% |
| 7D | -0.5% | -0.8% | +0.3% | -0.1% |
| 30D | +28.9% | -20.0% | +48.9% | +43.8% |
| 3M | +19.1% | -2.9% | +22.0% | +18.7% |
| 6M | -10.3% | -17.7% | +7.4% | -3.8% |
| YTD | +24.2% | -13.5% | +37.7% | +29.1% |
| 1Y | +116.5% | -9.7% | +126.2% | +116.8% |
| All | +116.5% | -7.4% | +123.9% | +116.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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