+73.7%
SE vs IAG
+708.6%
-634.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.2% | -7.1% | -1.0% |
| 7D | +2.0% | +21.4% | -19.4% | -1.2% |
| 30D | -20.0% | +4.0% | -24.0% | -20.7% |
| 3M | -31.8% | +17.0% | -48.8% | -33.9% |
| 6M | -15.9% | +1.4% | -17.3% | -17.1% |
| YTD | -40.6% | +13.8% | -54.4% | -42.7% |
| 1Y | -50.7% | +55.8% | -106.5% | -54.5% |
| All | +73.7% | +708.6% | -634.9% | +37.8% |
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