+259.2%
SGI vs IAG
+423.2%
-164.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -2.9% |
| 7D | -4.9% | -4.1% | -0.8% | -4.5% |
| 30D | +1.6% | +10.6% | -9.0% | +0.5% |
| 3M | -3.2% | +35.4% | -38.5% | -6.2% |
| 6M | -16.0% | -9.5% | -6.5% | -15.9% |
| YTD | -25.4% | +21.8% | -47.3% | -27.4% |
| 1Y | -21.6% | +84.1% | -105.7% | -26.4% |
| 3Y | +52.9% | +817.4% | -764.5% | +22.8% |
| 5Y | +47.5% | +830.1% | -782.6% | +14.1% |
| All | +259.2% | +423.2% | -164.0% | +174.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling