+68.4%
SAP vs IAG
+663.0%
-594.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.3% |
| 7D | +0.6% | -7.7% | +8.3% | +1.1% |
| 30D | +6.5% | +1.6% | +5.0% | +6.2% |
| 3M | +12.2% | -2.4% | +14.7% | +12.1% |
| 6M | +46.1% | -7.8% | +53.9% | +46.3% |
| YTD | -1.6% | +5.0% | -6.6% | -3.1% |
| 1Y | -5.1% | +25.7% | -30.8% | -7.9% |
| 3Y | +68.4% | +694.5% | -626.1% | +36.2% |
| All | +68.4% | +663.0% | -594.6% | +36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling