+425.3%
IAG vs SPY
+312.5%
+112.8%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.4% |
| 7D | +1.7% | -0.4% | +2.0% | +1.9% |
| 30D | +11.4% | -1.4% | +12.8% | +12.4% |
| 3M | +33.0% | +3.7% | +29.3% | +30.7% |
| 6M | -6.0% | +13.0% | -19.0% | -11.4% |
| YTD | +24.6% | +12.4% | +12.2% | +17.7% |
| 1Y | +105.0% | +18.5% | +86.5% | +88.9% |
| 3Y | +837.9% | +77.6% | +760.3% | +609.4% |
| 5Y | +817.0% | +81.7% | +735.3% | +575.5% |
| 10Y | +425.3% | +319.7% | +105.7% | +157.1% |
| All | +425.3% | +312.5% | +112.8% | +157.1% |
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