+280.8%
IAG vs SARO
-22.5%
+303.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.2% |
| 7D | -1.1% | -3.1% | +2.0% | +0.2% |
| 30D | +12.1% | -12.2% | +24.4% | +17.8% |
| 3M | +25.5% | -7.4% | +32.9% | +28.3% |
| 6M | -7.1% | -15.3% | +8.2% | -2.2% |
| YTD | +22.9% | -16.2% | +39.0% | +29.6% |
| 1Y | +83.3% | -12.1% | +95.5% | +89.7% |
| All | +280.8% | -22.5% | +303.3% | +239.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling