+4,789.7%
SITM vs IAG
+459.7%
+4,330.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.7% | +5.4% |
| 7D | +3.9% | -1.1% | +4.9% | +4.1% |
| 30D | -6.6% | +12.1% | -18.7% | -9.1% |
| 3M | -11.9% | +25.5% | -37.4% | -16.6% |
| 6M | +81.1% | -7.1% | +88.2% | +81.4% |
| YTD | +80.0% | +22.9% | +57.1% | +67.6% |
| 1Y | +145.8% | +83.3% | +62.5% | +109.3% |
| 3Y | +475.9% | +808.5% | -332.6% | +243.4% |
| 5Y | +189.2% | +838.0% | -648.8% | +57.3% |
| All | +4,789.7% | +459.7% | +4,330.0% | +2,557.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling