+336.6%
IAG vs SBAC
+5,510.3%
-5,173.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.2% |
| 7D | +3.4% | -2.8% | +6.2% | +4.1% |
| 30D | -2.7% | +3.1% | -5.8% | -3.5% |
| 3M | -0.5% | +5.1% | -5.6% | -1.9% |
| 6M | -4.8% | -11.4% | +6.6% | -2.8% |
| YTD | +9.6% | +0.2% | +9.4% | +7.4% |
| 1Y | +32.2% | -3.9% | +36.1% | +30.9% |
| 3Y | +692.5% | -7.7% | +700.2% | +687.5% |
| 5Y | +447.6% | -39.7% | +487.3% | +501.1% |
| 10Y | +403.3% | +111.9% | +291.4% | +297.9% |
| All | +336.6% | +5,510.3% | -5,173.7% | +89.4% |
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