+91.1%
SFM vs IAG
+797.8%
-706.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.8% | -4.7% | -6.4% |
| 7D | -5.8% | +4.3% | -10.1% | -6.0% |
| 30D | -11.4% | +9.8% | -21.1% | -11.8% |
| 3M | -12.2% | +28.9% | -41.1% | -13.4% |
| 6M | -5.2% | -7.6% | +2.4% | -5.1% |
| YTD | -4.5% | +22.0% | -26.4% | -7.2% |
| 1Y | -45.4% | +99.5% | -144.9% | -50.1% |
| 3Y | +91.1% | +818.3% | -727.2% | +51.7% |
| All | +91.1% | +797.8% | -706.7% | +51.7% |
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