-50.5%
SE vs IAG
+42.2%
-92.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.7% | +5.2% | -0.1% |
| 7D | 0.0% | +16.8% | -16.8% | -3.2% |
| 30D | -19.4% | -1.5% | -17.9% | -19.5% |
| 3M | -33.1% | +0.5% | -33.6% | -33.8% |
| 6M | -11.4% | -1.0% | -10.5% | -12.8% |
| YTD | -39.8% | +12.3% | -52.1% | -41.9% |
| 1Y | -50.5% | +39.2% | -89.7% | -56.9% |
| All | -50.5% | +42.2% | -92.7% | -56.9% |
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 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