+270.7%
SGI vs IAG
+434.9%
-164.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.1% | -2.1% |
| 7D | +0.6% | +1.7% | -1.1% | +0.4% |
| 30D | +5.5% | +11.4% | -5.9% | +4.3% |
| 3M | -3.6% | +33.0% | -36.6% | -6.5% |
| 6M | -15.0% | -6.0% | -9.0% | -15.2% |
| YTD | -23.0% | +24.6% | -47.6% | -25.2% |
| 1Y | -18.4% | +105.0% | -123.4% | -24.2% |
| 3Y | +57.8% | +837.9% | -780.1% | +26.5% |
| 5Y | +51.5% | +817.0% | -765.5% | +17.1% |
| All | +270.7% | +434.9% | -164.1% | +182.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling