+105.0%
IAG vs SBAC
+0.1%
+104.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.2% | +2.1% |
| 7D | +1.7% | +0.2% | +1.5% | +1.7% |
| 30D | +11.4% | +3.9% | +7.6% | +11.7% |
| 3M | +33.0% | -8.2% | +41.2% | +32.9% |
| 6M | -6.0% | -2.8% | -3.2% | -3.7% |
| YTD | +24.6% | -1.5% | +26.1% | +27.0% |
| 1Y | +105.0% | 0.0% | +105.0% | +111.3% |
| All | +105.0% | +0.1% | +104.9% | +111.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling