+568.6%
SE vs IAG
+261.6%
+307.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.1% | -6.2% | -4.3% |
| 7D | -3.6% | +1.7% | -5.3% | -3.9% |
| 30D | -5.3% | +11.4% | -16.8% | -6.7% |
| 3M | +28.1% | +33.0% | -4.9% | +23.0% |
| 6M | +20.7% | -6.0% | +26.7% | +20.3% |
| YTD | -14.8% | +24.6% | -39.3% | -18.1% |
| 1Y | -43.6% | +105.0% | -148.6% | -49.1% |
| 3Y | +184.2% | +837.9% | -653.7% | +111.3% |
| 5Y | -66.3% | +817.0% | -883.3% | -75.7% |
| All | +568.6% | +261.6% | +307.0% | +421.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling