+1,000.3%
SAP vs IAG
+362.6%
+637.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.8% | -4.1% | +1.2% |
| 7D | +1.6% | +24.0% | -22.4% | -0.4% |
| 30D | +10.5% | +5.5% | +5.0% | +9.8% |
| 3M | +15.2% | +8.3% | +6.9% | +13.9% |
| 6M | +36.7% | +6.1% | +30.6% | +34.8% |
| YTD | -0.6% | +20.3% | -20.9% | -3.8% |
| 1Y | -4.1% | +56.5% | -60.6% | -9.6% |
| 3Y | +73.2% | +762.6% | -689.4% | +35.3% |
| 5Y | +74.1% | +546.3% | -472.1% | +34.8% |
| 10Y | +222.9% | +356.1% | -133.2% | +142.0% |
| All | +1,000.3% | +362.6% | +637.7% | +568.8% |
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