-41.8%
SIRI vs IAG
+820.9%
-862.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.9% |
| 7D | +0.6% | -1.1% | +1.6% | +0.6% |
| 30D | +2.5% | +12.1% | -9.6% | +1.7% |
| 3M | +6.6% | +25.5% | -18.9% | +4.9% |
| 6M | +32.9% | -7.1% | +40.0% | +32.7% |
| YTD | +50.5% | +22.9% | +27.6% | +46.8% |
| 1Y | +28.0% | +83.3% | -55.4% | +20.7% |
| 3Y | -22.4% | +808.5% | -830.9% | -37.2% |
| All | -41.8% | +820.9% | -862.7% | -54.3% |
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 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