+60.0%
SGI vs IAG
+766.8%
-706.8%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.2% |
| 7D | +9.3% | +4.3% | +5.0% | +8.7% |
| 30D | +6.9% | +9.8% | -2.9% | +5.4% |
| 3M | +2.8% | +28.9% | -26.1% | -1.1% |
| 6M | -12.6% | -7.6% | -5.0% | -12.7% |
| YTD | -21.5% | +22.0% | -43.5% | -24.5% |
| 1Y | -18.8% | +99.5% | -118.3% | -26.5% |
| 3Y | +60.8% | +818.3% | -757.4% | +15.3% |
| 5Y | +60.0% | +785.9% | -725.9% | +5.1% |
| All | +60.0% | +766.8% | -706.8% | +5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling