+186.3%
SE vs IAG
+790.4%
-604.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.6% |
| 7D | -6.1% | -0.5% | -5.6% | -6.1% |
| 30D | -2.5% | +28.9% | -31.3% | -6.3% |
| 3M | +21.7% | +19.1% | +2.6% | +17.8% |
| 6M | +27.0% | -10.3% | +37.3% | +26.9% |
| YTD | -12.1% | +24.2% | -36.3% | -15.7% |
| 1Y | -40.9% | +116.5% | -157.4% | -47.5% |
| All | +186.3% | +790.4% | -604.1% | +138.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling