+405.0%
IAG vs SBAC
-39.6%
+444.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.6% |
| 7D | -7.7% | +0.6% | -8.3% | -7.8% |
| 30D | +1.6% | +5.5% | -3.9% | -0.3% |
| 3M | -2.4% | +3.1% | -5.5% | -3.6% |
| 6M | -7.8% | -7.0% | -0.8% | -6.5% |
| YTD | +5.0% | +0.5% | +4.5% | +2.2% |
| 1Y | +25.7% | +0.2% | +25.5% | +22.4% |
| 3Y | +694.5% | -7.4% | +701.8% | +690.3% |
| All | +405.0% | -39.6% | +444.6% | +525.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling