+896.9%
SAP vs IAG
+377.5%
+519.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.7% |
| 7D | -2.9% | -0.5% | -2.4% | -2.9% |
| 30D | +9.0% | +28.9% | -19.9% | +6.4% |
| 3M | +14.9% | +19.1% | -4.2% | +12.6% |
| 6M | +11.9% | -10.3% | +22.2% | +12.0% |
| YTD | -9.9% | +24.2% | -34.1% | -12.9% |
| 1Y | -19.5% | +116.5% | -136.0% | -26.5% |
| 3Y | +61.8% | +742.8% | -681.0% | +26.7% |
| 5Y | +56.2% | +753.3% | -697.2% | +18.0% |
| 10Y | +180.6% | +403.2% | -222.6% | +107.9% |
| All | +896.9% | +377.5% | +519.4% | +505.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling