+235.4%
SAP vs IAG
+384.2%
-148.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.1% | +5.1% | +0.4% |
| 7D | -3.9% | -2.1% | -1.8% | -3.8% |
| 30D | +6.5% | -6.2% | +12.7% | +6.8% |
| 3M | +14.7% | -5.1% | +19.8% | +14.8% |
| 6M | +39.9% | -10.0% | +49.9% | +40.1% |
| YTD | -2.0% | +3.9% | -5.9% | -3.7% |
| 1Y | -6.0% | +18.9% | -24.9% | -8.8% |
| 3Y | +67.7% | +651.8% | -584.1% | +35.0% |
| 5Y | +78.8% | +416.3% | -337.5% | +41.9% |
| All | +235.4% | +384.2% | -148.8% | +158.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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