+425.3%
IAG vs SBAC
+78.4%
+347.0%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.2% | +2.4% |
| 7D | +1.7% | +0.2% | +1.5% | +1.6% |
| 30D | +11.4% | +3.9% | +7.6% | +10.3% |
| 3M | +33.0% | -8.2% | +41.2% | +35.5% |
| 6M | -6.0% | -2.8% | -3.2% | -6.6% |
| YTD | +24.6% | -1.5% | +26.1% | +22.6% |
| 1Y | +105.0% | 0.0% | +105.0% | +100.7% |
| 3Y | +837.9% | -8.4% | +846.3% | +836.0% |
| 5Y | +817.0% | -43.5% | +860.5% | +943.6% |
| 10Y | +425.3% | +86.9% | +338.4% | +351.7% |
| All | +425.3% | +78.4% | +347.0% | +351.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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