+347.5%
IAG vs SBAC
+5,551.7%
-5,204.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.6% | -7.2% | -6.8% |
| 7D | +16.8% | +3.6% | +13.2% | +15.9% |
| 30D | -1.5% | +4.9% | -6.4% | -2.8% |
| 3M | +0.5% | +6.5% | -6.0% | -1.2% |
| 6M | -1.0% | -11.1% | +10.2% | +1.1% |
| YTD | +12.3% | +0.9% | +11.4% | +9.9% |
| 1Y | +39.2% | -1.6% | +40.8% | +37.1% |
| 3Y | +712.3% | -7.0% | +719.3% | +705.6% |
| 5Y | +484.2% | -39.2% | +523.5% | +540.0% |
| 10Y | +382.3% | +111.4% | +270.9% | +281.5% |
| All | +347.5% | +5,551.7% | -5,204.2% | +93.7% |
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