-48.8%
SE vs IAG
+56.5%
-105.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +10.2% | -5.8% | +2.4% |
| 7D | +6.7% | +1.1% | +5.6% | +6.3% |
| 30D | -17.2% | -5.3% | -11.9% | -16.6% |
| 3M | -28.0% | +18.0% | -46.1% | -31.1% |
| 6M | -6.1% | +7.1% | -13.2% | -9.3% |
| YTD | -37.1% | +5.9% | -43.1% | -38.6% |
| 1Y | -48.8% | +59.4% | -108.2% | -57.0% |
| All | -48.8% | +56.5% | -105.3% | -57.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling