+360.8%
IAG vs SPY
+308.5%
+52.3%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.4% | -4.8% | -4.9% |
| 7D | -2.1% | +3.3% | -5.3% | -3.9% |
| 30D | -6.2% | -2.7% | -3.5% | -4.5% |
| 3M | -5.1% | -1.7% | -3.4% | -3.9% |
| 6M | -10.0% | +3.1% | -13.1% | -10.8% |
| YTD | +3.9% | +11.9% | -8.0% | -1.2% |
| 1Y | +18.9% | +12.0% | +6.9% | +13.1% |
| 3Y | +651.8% | +78.2% | +573.6% | +473.5% |
| 5Y | +416.3% | +73.2% | +343.0% | +289.5% |
| All | +360.8% | +308.5% | +52.3% | +195.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling