+165.5%
SITM vs IAG
+119.5%
+46.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.2% | +8.7% | +7.0% |
| 7D | +9.7% | -0.5% | +10.3% | +9.8% |
| 30D | +12.7% | +28.9% | -16.2% | +6.1% |
| 3M | -13.4% | +19.1% | -32.6% | -17.8% |
| 6M | +59.6% | -10.3% | +69.9% | +54.0% |
| YTD | +73.3% | +24.2% | +49.1% | +60.2% |
| 1Y | +165.5% | +116.5% | +49.1% | +144.2% |
| All | +165.5% | +119.5% | +46.0% | +144.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling