+105.7%
SIRI vs IAG
+378.9%
-273.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.1% |
| 7D | -3.9% | +1.7% | -5.6% | -4.0% |
| 30D | -0.8% | +11.4% | -12.3% | -1.8% |
| 3M | +4.3% | +33.0% | -28.7% | +1.5% |
| 6M | +34.1% | -6.0% | +40.0% | +33.8% |
| YTD | +47.3% | +24.6% | +22.8% | +42.6% |
| 1Y | +22.9% | +105.0% | -82.1% | +13.5% |
| 3Y | -24.6% | +837.9% | -862.5% | -40.6% |
| 5Y | -43.2% | +817.0% | -860.1% | -56.6% |
| 10Y | -12.3% | +425.3% | -437.6% | -34.5% |
| All | +105.7% | +378.9% | -273.2% | +15.9% |
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