-43.6%
SE vs IAG
+102.4%
-145.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.1% | -6.2% | -4.4% |
| 7D | -3.6% | +1.7% | -5.3% | -3.9% |
| 30D | -5.3% | +11.4% | -16.8% | -7.3% |
| 3M | +28.1% | +33.0% | -4.9% | +20.7% |
| 6M | +20.7% | -6.0% | +26.7% | +19.0% |
| YTD | -14.8% | +24.6% | -39.3% | -17.7% |
| 1Y | -43.6% | +105.0% | -148.6% | -47.1% |
| All | -43.6% | +102.4% | -145.9% | -47.1% |
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