+1,872.3%
SGI vs IAG
+229.4%
+1,642.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.7% |
| 7D | +8.5% | -0.5% | +9.1% | +8.6% |
| 30D | +0.7% | +28.9% | -28.2% | -2.0% |
| 3M | +0.6% | +19.1% | -18.5% | -1.5% |
| 6M | -17.9% | -10.3% | -7.7% | -17.6% |
| YTD | -21.2% | +24.2% | -45.4% | -23.6% |
| 1Y | -18.9% | +116.5% | -135.3% | -25.7% |
| 3Y | +52.6% | +742.8% | -690.2% | +19.4% |
| 5Y | +60.7% | +753.3% | -692.6% | +21.3% |
| 10Y | +278.1% | +403.2% | -125.1% | +179.3% |
| All | +1,872.3% | +229.4% | +1,642.8% | +1,186.8% |
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