+394.8%
IAG vs SBAC
+5,492.9%
-5,098.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.9% |
| 7D | -0.5% | -0.8% | +0.3% | -0.3% |
| 30D | +28.9% | +6.9% | +22.0% | +26.8% |
| 3M | +19.1% | -8.2% | +27.4% | +21.0% |
| 6M | -10.3% | -1.6% | -8.6% | -11.2% |
| YTD | +24.2% | -0.1% | +24.3% | +22.0% |
| 1Y | +116.5% | -0.5% | +116.9% | +112.8% |
| 3Y | +742.8% | -9.1% | +751.9% | +741.1% |
| 5Y | +753.3% | -43.8% | +797.1% | +852.8% |
| 10Y | +403.2% | +80.5% | +322.7% | +314.8% |
| All | +394.8% | +5,492.9% | -5,098.1% | +115.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling