+814.3%
IAG vs SBAC
-7.2%
+821.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.0% |
| 7D | -0.5% | -0.8% | +0.3% | -0.4% |
| 30D | +28.9% | +6.9% | +22.0% | +27.2% |
| 3M | +19.1% | -8.2% | +27.4% | +21.1% |
| 6M | -10.3% | -1.6% | -8.6% | -10.0% |
| YTD | +24.2% | -0.1% | +24.3% | +23.2% |
| 1Y | +116.5% | -0.5% | +116.9% | +114.9% |
| All | +814.3% | -7.2% | +821.4% | +871.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling