-21.6%
SGI vs IAG
+94.1%
-115.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -2.7% |
| 7D | -4.9% | -4.1% | -0.8% | -4.1% |
| 30D | +1.6% | +10.6% | -9.0% | -0.6% |
| 3M | -3.2% | +35.4% | -38.5% | -9.6% |
| 6M | -16.0% | -9.5% | -6.5% | -17.1% |
| YTD | -25.4% | +21.8% | -47.3% | -28.0% |
| 1Y | -21.6% | +84.1% | -105.7% | -28.2% |
| All | -21.6% | +94.1% | -115.7% | -28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling