+1,611.2%
SGI vs IAG
+175.7%
+1,435.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.1% | +2.2% | -2.5% |
| 7D | -10.7% | -2.1% | -8.6% | -10.5% |
| 30D | -3.6% | -6.2% | +2.6% | -3.1% |
| 3M | -5.4% | -5.1% | -0.3% | -5.2% |
| 6M | -7.0% | -10.0% | +2.9% | -6.7% |
| YTD | -31.6% | +3.9% | -35.6% | -32.7% |
| 1Y | -33.5% | +18.9% | -52.4% | -35.4% |
| 3Y | +66.5% | +651.8% | -585.3% | +31.8% |
| 5Y | +42.2% | +416.3% | -374.1% | +12.4% |
| 10Y | +320.9% | +377.4% | -56.5% | +214.6% |
| All | +1,611.2% | +175.7% | +1,435.4% | +1,034.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling