+981.9%
SAP vs IAG
+337.4%
+644.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +7.2% | -11.3% | -4.8% |
| 7D | -0.7% | +21.4% | -22.1% | -2.4% |
| 30D | +11.1% | +4.0% | +7.0% | +10.5% |
| 3M | +17.0% | +17.0% | 0.0% | +15.0% |
| 6M | +34.8% | +1.4% | +33.4% | +33.5% |
| YTD | -2.2% | +13.8% | -16.0% | -5.0% |
| 1Y | -6.4% | +55.8% | -62.3% | -11.8% |
| 3Y | +75.1% | +647.4% | -572.3% | +38.6% |
| 5Y | +69.8% | +519.1% | -449.3% | +32.0% |
| 10Y | +219.8% | +345.6% | -125.8% | +140.0% |
| All | +981.9% | +337.4% | +644.5% | +561.0% |
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