+67.2%
SGI vs IAG
+663.0%
-595.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.8% | +0.1% |
| 7D | -5.3% | -7.7% | +2.4% | -4.2% |
| 30D | -2.1% | +1.6% | -3.6% | -2.5% |
| 3M | -8.2% | -2.4% | -5.8% | -8.2% |
| 6M | -4.6% | -7.8% | +3.3% | -4.5% |
| YTD | -31.5% | +5.0% | -36.5% | -32.6% |
| 1Y | -30.8% | +25.7% | -56.5% | -33.1% |
| 3Y | +67.2% | +694.5% | -627.3% | +27.4% |
| All | +67.2% | +663.0% | -595.8% | +27.4% |
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